نتایج جستجو برای: auto regressive moving average exogenous

تعداد نتایج: 546929  

2009
ilan melczarsky valeria di giacomo eduard bertran fabio filicori

The use of digital predistortion for linearizing a millimeter-wave power amplifier (PA) is investigated. A PA operating at 38 GHz is designed using an accurate non-quasi-static transistor model, taking into account both shortand long-term memory effects. A realistic test signal is then used for the identification of a nonlinear auto-regressive moving average (NARMA) behavioral model of the PA. ...

2014
Rémi Mignot Vesa Välimäki

This paper deals with the approximation of a given frequency response by a low-order linear ARMA filter (Auto-Regressive Moving Average). The aim of this work is the audio synthesis, then to improve the perceptual quality, a criterion based on human listening is defined and minimized. Two complementary approaches are proposed here for solving this non-linear and non-convex problem: first, a wei...

1997
Jan Skoglund Jan Linden

In this paper, the performance of different predictive vector quantization (PVQ) structures is studied and compared for different degrees of channel noise. Predictive quantization schemes with an auto-regressive (AR) decoder structure are compared with schemes that employ a moving average (MA) decoder. For noisy channels MA prediction performs better than AR. It is shown here that a combination...

2017
Aymen Rhouma

Abstract—The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the correspondi...

2009
Kung-Sik Chan

We review the concepts of local and global invertibility for a nonlinear auto-regressive moving-average (NLARMA) model. Under very general conditions, a local invertibility analysis of a NLARMA model admits the generic dichotomy that the innovation reconstruction errors either diminish geometrically fast or grow geometrically fast. We derive a simple sufficient condition for a NLARMA model to b...

2007
C. A. Glasbey

To investigate the variability in energy output from a network of photo-voltaic cells, solar radiation was recorded at ten sites every ten minutes in the Pentland Hills to the south of Edinburgh. We identify spatio-temporal auto-regressive moving average (STARMA) models as the most appropriate to address this problem. Although previously considered computationally prohibitive to work with, we s...

2005
Henghsiu Tsai K. S. Chan

We develop a new class of Continuous-time Auto-Regressive Fractionally Integrated Moving-Average (CARFIMA) models which are useful for modelling regularly-spaced and irregularly-spaced discrete-time long-memory data. We derive the autocovariance function of a stationary CARFIMA model, and study maximum likelihood estimation of a regression model with CARFIMA errors, based on discrete-time data ...

2002
Letitia Mirea Teodor Marcu

The paper considers the development of a new type of artificial neural network and its applicability to non-linear system identification. This is the functional-link neural network with internal dynamic elements. The net consists of a single layer where the nonlinearity is firstly introduced by enhancing the input pattern with a functional expansion. The internal dynamic elements are auto-regre...

1991
David Zeitler

A definition of reliability appropriate for systems containing significant software that includes trustworthiness and is independent of requirements will be stated and argued for. The systems addressed will encompass the entire product development process as well as both product and its documentation. Cost incurred as a result of faults will be shown to be appropriate as a performance measureme...

Journal: :Statistics and Computing 2009
Henghsiu Tsai Kung-Sik Chan

A general approach for modeling the volatility process in continuous-time is based on the convolution of a kernel with a non-decreasing Lévy process, which is non-negative if the kernel is non-negative. Within the framework of Continuous-time Auto-Regressive Moving-Average (CARMA) processes, we derive a necessary condition for the kernel to be non-negative, and propose a numerical method for ch...

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