Estimation of the AR Order of anInhomogeneous AR Model with Input Expanded by a Set of Basis

スポンサーリンク

概要

• 論文の詳細を見る

• We proposed a new model for non-stationary time series analysis based on an inhomogeneous AR (autoregressive) equation [1]. Time series data is regarded as white noise plus output of an AR system excited by non-stationary input sequence represented in terms of a set of basis. A method of model parameter estimation was presented when the set of basis and the AR order are given. In order to extend the method, we present a method of parameter estimation when the AR order is unknown: we set two new criteria 1) minimize the root mean square error of the output sequence, and 2) minimize scattering of estimated frequencies. Then, we derive a procedure for the estimation of the AR order and the other unknown parameters.

• 社団法人電子情報通信学会の論文
• 2000-03-25

著者

• KUMAZAWA Mineo

  Tono Geoscience Center

• Kumazawa M

  Japan Nuclear Cycle Dev. Inst. Jpn

• Mikami N

  The Department Of Computer And Information Science University Of Industrial Technology

• Yokoyama Yukiko

  The Department Of Computer And Information Science University Of Industrial Technology

• MIKAMI Naoki

  the Department of Computer and Information Science, University of Industrial Technology

関連論文

• Autoregressive modeling of transfer functions in frequency domain to determine complex travel times
• A trial for monitoring temporal variation of seismic velocity using an ACROSS system
• Transfer function measured by electromagnetic sounding with an accurately controlled signal
• Estimation of the AR Order of anInhomogeneous AR Model with Input Expanded by a Set of Basis
• Parameter Estimation of Inhomogeneous AR Model Expanded with Unknown Basis (Special Section on Digital Signal Processing)

スポンサーリンク