Sökning: "ARMA models"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden ARMA models.

  1. 1. Spectral Estimation by Geometric, Topological and Optimization Methods

    Författare :Per Enqvist; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Spectral Estimation; ARMA models; Covariance analysis; Cepstral analysis; Markov parameters; Global analysis; Convex Optimization; Continuation methods; Entropy maximization; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : .... LÄS MER

  2. 2. Essays on univariate long memory models

    Författare :Johan Lyhagen; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : This thesis consists of five papers dealing with univariate long memory modelsin time series analysis.The first paper examines the performance of information criteria when usedto determine the lag order of a long memory process. The results indicate thatinformation criteria cannot be used successfully for small sample sizes. LÄS MER

  3. 3. Identification of dynamic errors-in-variables models

    Författare :Kaushik Mahata; Torsten Söderström; Uppsala universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal Processing; Signalbehandling;

    Sammanfattning : The problem of identifying dynamic errors-in-variables models is of fundamental interest in many areas like process control, array signal processing, astronomical data reduction. In recent years, this field has received increased attention of the research community. LÄS MER

  4. 4. On the Application of Short-term Causal Models

    Författare :Anders Baudin; Umeå universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP;

    Sammanfattning : Causal (econometric) models are often employed as instruments for for-casting in short-term planning within organizations. The aim of this work is to contribute to an understanding of the short-term aspects of causal model building. LÄS MER

  5. 5. Methods for Frequency Domain Estimation of Continuous-Time Models

    Författare :Jonas Gillberg; Lennart Ljung; Fredrik Gustafsson; Linköpings universitet; []
    Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : Approaching parameter estimation from the discrete-time domain is the dominating paradigm in system identification. Identification of continuous-time models on the other hand is motivated by the fact that modelling of physical systems often take place in continuous-time. LÄS MER