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...
| Main Authors: | , , |
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| Format: | Proceeding Paper |
| Language: | English |
| Published: |
IEEE
2013
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/32185/ http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf |
| _version_ | 1848780514779987968 |
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| author | Salami, Momoh Jimoh Emiyoka Tijani, Ismaila Aibinu, Abiodun Musa |
| author_facet | Salami, Momoh Jimoh Emiyoka Tijani, Ismaila Aibinu, Abiodun Musa |
| author_sort | Salami, Momoh Jimoh Emiyoka |
| building | IIUM Repository |
| collection | Online Access |
| description | 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 appropriate model order while
the second level computes the optimal/sub-optimal
corresponding parameters. The performance of the algorithm
is evaluated using both simulated ARMA models and practical
rotary motion system. The results of both examples show the
effectiveness of the proposed algorithm over a well known
conventional technique. |
| first_indexed | 2025-11-14T15:34:53Z |
| format | Proceeding Paper |
| id | iium-32185 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T15:34:53Z |
| publishDate | 2013 |
| publisher | IEEE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-321852018-05-24T06:59:04Z http://irep.iium.edu.my/32185/ Two level Differential Evolution algorithms for ARMA parameters estimatio Salami, Momoh Jimoh Emiyoka Tijani, Ismaila Aibinu, Abiodun Musa TA168 Systems engineering 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 appropriate model order while the second level computes the optimal/sub-optimal corresponding parameters. The performance of the algorithm is evaluated using both simulated ARMA models and practical rotary motion system. The results of both examples show the effectiveness of the proposed algorithm over a well known conventional technique. IEEE 2013 Proceeding Paper PeerReviewed application/pdf en http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf Salami, Momoh Jimoh Emiyoka and Tijani, Ismaila and Aibinu, Abiodun Musa (2013) Two level Differential Evolution algorithms for ARMA parameters estimatio. In: 8th IEEE Conference on Industrial Electronics and Applications (ICIEA), 2013, 19-21 June 2013, Melbourne, Australia. http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6566574&queryText%3DTwo+Level+Differential+Evolution+Algorithms+for+ARMA+Parameters+Estimation 10.1109/ICIEA.2013.6566574 |
| spellingShingle | TA168 Systems engineering Salami, Momoh Jimoh Emiyoka Tijani, Ismaila Aibinu, Abiodun Musa Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title | Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title_full | Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title_fullStr | Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title_full_unstemmed | Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title_short | Two level Differential Evolution algorithms for ARMA parameters estimatio |
| title_sort | two level differential evolution algorithms for arma parameters estimatio |
| topic | TA168 Systems engineering |
| url | 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 |