Two level Differential Evolution algorithms for ARMA parameters estimatio

The problem of determining simultaneously the model order and coefficient of an Autoregressive Moving Average (ARMA) model is examined in this paper. An Evolutionary Algorithm (EA) comprising two-level Differential Evolution (DE) optimization scheme is proposed. The first level searches for the...

Full description

Bibliographic Details
Main Authors: Salami, Momoh Jimoh Emiyoka, Tijani, Ismaila, Aibinu, Abiodun Musa
Format: Conference or Workshop Item
Language:English
Published: IEEE 2013
Subjects:
Online Access:http://irep.iium.edu.my/32185/
http://irep.iium.edu.my/32185/
http://irep.iium.edu.my/32185/
http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf