An ARMA Order Selection Method with Fuzzy Theorem (Special Section of Papers Selected from JTC-CSCC'93)

概要

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In this paper, an ARMA order selection method is proposed with a fuzzy reasoning method. In order to identify the reference model with the ARMA model, we need to determine its ARMA order. A less or more ARMA order, other than a suitable order causes problems such as; lack of spectral information, increasing calculation cost, etc. Therefore, ARMA order selection is significant for a high accurate ARMA model identification. The proposed method attempts to select an ARMA order of a time-varying model with the following procedures: (1) Suppose the parameters of the reference model change slowly, by introducing recursive fuzzy reasoning method, the estimated order is selected. (2) By introducing a fuzzy c-mean clustering method, the period of the time during which the reference model is changing is detected and the forgetting factor of the recursive fuzzy reasoning method is set. Further, membership functions used in our algorithm are original, which are realized by experiments. In this paper, experiments are documented in order to validate the performance of the proposed method.
社団法人電子情報通信学会の論文
1994-06-25