Sökning: "ARMA models"
Visar resultat 6 - 10 av 11 avhandlingar innehållade orden ARMA models.
6. Methods for Frequency Domain Estimation of Continuous-Time Models
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
7. On testing and forecasting in fractionally integrated time series models
Sammanfattning : This volume contains five essays in the field of time series econometrics. All five discuss properties of fractionally integrated processes and models. The first essay, entitled Do Long-Memory Models have Long Memory?, demonstrates that fractional integration can enhance the memory of ARMA processes enormously. LÄS MER
8. On the Identification and Approximation of Linear Systems
Sammanfattning : This thesis consists of four parts. In the first one, the connections between system identification and model reduction are discussed. The second part deals with the problem of estimating ARMA models for narrow band processes. LÄS MER
9. Event Prediction and Bootstrap in Time Series
Sammanfattning : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. LÄS MER
10. Prediction of Mobile Radio Channels : Modeling and Design
Sammanfattning : Prediction of the rapidly fading envelope of a mobile radio channel enables a number of capacity improving techniques like fast resource allocation and fast link adaptation. This thesis deals with linear prediction of the complex impulse response of a channel and unbiased quadratic prediction of the power. LÄS MER
