نتایج جستجو برای: auto regressive moving average model change point estimation

تعداد نتایج: 3476942  

2010
S. Karthikeyan S. Sasikumar

In this paper, a modified estimation algorithm has been developed refers to Covariance Shaping Least Square (CSLS) estimation based on the quantum mechanical concepts and constraints. The algorithm has been applied to Auto Regressive Moving Average (ARMA models with various parameter values. The same models can be applied with Colored Noise which estimates the bias in the parameter and the vali...

2014
R. Heshmati

In statistics, signal processing, and mathematical finance; a time series is a sequence of data points that measured at uniform time intervals. The prediction of time series is a very complicated process. In this paper, an improved Adaptive Neuro Fuzzy Inference System (ANFIS) is taken for predicting Mackey-Glass which is one of the chaotic time series. In the modeling of linear and stationary ...

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. ...

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...

Journal: :CoRR 2016
Yingbo Zhao Jorge Cortés

We consider linear time-invariant networks with unknown interaction topology where only a subset of the nodes, termed manifest, can be directly controlled and observed. The remaining nodes are termed latent and their number is also unknown. Our goal is to identify the transfer function of the manifest subnetwork and determine whether interactions between manifest nodes are direct or mediated by...

2014
ROBIAH AHMAD MD.NORAZLAN MD.LAZIN SAIFUL FARHAN MOHD SAMSURI

Naturally ventilated tropical greenhouse is classified as a complex system because it involves with nonlinear process and multivariable system. The purpose of this study is to determine the mathematical model of NVTG climates to in order to describe and predict the dynamic behavior of temperature and humidity inside NVTG for development of its control system. The modeling of the system is divid...

2008
Zhe Wang Sana Salous

Cognitive radio requires real time monitoring of the spectrum to determine the frequency of transmission. Spectrum analysers tend to employ a slow frequency sweep and hence such measurements can only be used for modelling of the spectrum, which can provide vital information for frequency planning and management. Occupancy measurements every hour over a seven-day period were performed in the UK ...

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