Abstract. In this paper we propose a new forecasting methodology that comprises simultaneous level-wise modeling in the wavelet domain. The WAW methodology (short for wavelet-armax-winters) uses three modeling startegies: ARMAX models capable of incorporating external inputs and model feedbacks, trigonometric regressions sensitive to seasonality effects and Holt-Winters models describing trends...

In this paper the Cramer-Rao information bound for ARMAX (Auto-Regression-Moving-Average-Models-with-Exogenuos-inputs) under non-Gaussian noise is derived. It shown that direct application of Least Squares Method (LSM) leads to incorrect (shifted) parameter estimates. This inconsistency can be corrected by implementation parallel usage MLMW (Maximum Likelihood with Whitening) procedure, applied...

The needs of accuracy of machines are strictly increasing for the manufacturing processes. It is costly to use high precision machine to achieve the goal. Therefore, if the forecasting of errors can be obtained from the gathered past error values, it allows the control system to compensate the errors. In this paper, the simulations of manufacturing processes are using the ARMA and ARMAX models....

System identification is a fast growing research area that encompasses a broad range of problems and solution methods. It is desirable to have a unifying setting and a few common principles that are sufficient to understand the currently existing identification methods. The behavioral approach to system and control, put forward in the mid 80’s, is such a unifying setting. Till recently, however...

This paper gives an expression for the minimum mean squared error predictor of the single equation ARMAX model when all the parameters are known. A formula is then derived for the asymptotic prediction mean squared error when the parameters are replaced by their maximum likelihood estimates. These general results are then specialised to the regression model with ARMA errors; for this case we al...

" The brain's motor control can be studied by characterizing the activity of spinal motor nuclei to brain control, expressed as motor unit activity recordable by surface electrodes " [1]. When a specific area is under consideration, the first step in investigation of the motor control system pertinent to it is the system identification of that specific body part or area. The aim of this researc...