The m-delay Autoregressive Model with Application

The m-delay Autoregressive Model with Application

The classical autoregressive (AR) model has been widely applied to predict future data using m past observations over five decades. As the classical AR model required m unknown parameters, this paper implements the AR model by reducing m parameters to two parameters to obtain a new model with an opt...

Full description

Bibliographic Details
Main Authors: Ratchagit, Manlika, Wiwatanapataphee, Benchawan, Dokuchaev, Nikolai
Format: Journal Article
Language:English
Published: Tech Science Press 2020
Subjects:
Science & Technology
Technology
Physical Sciences
Engineering, Multidisciplinary
Mathematics, Interdisciplinary Applications
Engineering
Mathematics
Delay autoregressive model
least squares method
brute-force technique
ORDER SELECTION
SERIES
CRITERIA
Online Access:https://www.techscience.com/CMES/v122n2/38310
http://hdl.handle.net/20.500.11937/79257

Similar Items

Similar Items