Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination a...

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Main Authors: Aibinu, Abiodun Musa, Salami, Momoh Jimoh Eyiomika, Shafie, Amir Akramin, Najeeb, Athaur Rahman
Format: Article
Language:English
Published: Waset 2008
Subjects:
Online Access:http://irep.iium.edu.my/57690/
http://irep.iium.edu.my/57690/1/57690_Comparing%20Autoregressive%20Moving%20Average.pdf
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author Aibinu, Abiodun Musa
Salami, Momoh Jimoh Eyiomika
Shafie, Amir Akramin
Najeeb, Athaur Rahman
author_facet Aibinu, Abiodun Musa
Salami, Momoh Jimoh Eyiomika
Shafie, Amir Akramin
Najeeb, Athaur Rahman
author_sort Aibinu, Abiodun Musa
building IIUM Repository
collection Online Access
description Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN alsogives accurate in computing the coefficients of an ARMA system.
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institution International Islamic University Malaysia
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language English
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publishDate 2008
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spelling iium-576902017-07-24T02:29:39Z http://irep.iium.edu.my/57690/ Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques Aibinu, Abiodun Musa Salami, Momoh Jimoh Eyiomika Shafie, Amir Akramin Najeeb, Athaur Rahman TK Electrical engineering. Electronics Nuclear engineering Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN alsogives accurate in computing the coefficients of an ARMA system. Waset 2008-06-28 Article PeerReviewed application/pdf en http://irep.iium.edu.my/57690/1/57690_Comparing%20Autoregressive%20Moving%20Average.pdf Aibinu, Abiodun Musa and Salami, Momoh Jimoh Eyiomika and Shafie, Amir Akramin and Najeeb, Athaur Rahman (2008) Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques. International Journal of Computer, Electrical, Automation, Control and Information Engineering, 2 (6). pp. 173-178. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.307.9609&rep=rep1&type=pdf
spellingShingle TK Electrical engineering. Electronics Nuclear engineering
Aibinu, Abiodun Musa
Salami, Momoh Jimoh Eyiomika
Shafie, Amir Akramin
Najeeb, Athaur Rahman
Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title_full Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title_fullStr Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title_full_unstemmed Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title_short Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
title_sort comparing autoregressive moving average (arma) coefficients determination using artificial neural network with other techniques
topic TK Electrical engineering. Electronics Nuclear engineering
url http://irep.iium.edu.my/57690/
http://irep.iium.edu.my/57690/
http://irep.iium.edu.my/57690/1/57690_Comparing%20Autoregressive%20Moving%20Average.pdf