{"entities":{"Q2742780":{"pageid":2753519,"ns":120,"title":"Item:Q2742780","lastrevid":41958189,"modified":"2025-05-19T15:51:11Z","type":"item","id":"Q2742780","labels":{"en":{"language":"en","value":"Subset ARMA model identification using genetic algorithms"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1650421"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742780$BD885B6E-4CE4-428B-AD80-06BA2F03AE97","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"73039c4d4f15082083cc42d70676132c3ee4cb71","datavalue":{"value":"0972.62078","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$4046B8E8-DA04-490C-800B-BDC6EF15B34F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3e3d03dc2abb22135c572d3836d7489f74d9f739","datavalue":{"value":"10.1111/1467-9892.00198","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$9CF22C49-F7E1-4733-8788-EF3FD861A864","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4cccf0298db4f37fbe1061dad65d031e918a72a9","datavalue":{"value":{"entity-type":"item","numeric-id":256466,"id":"Q256466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742780$9EE67FF6-A6DC-420A-839B-E280C02C78A6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5cf08832459bedd97fe9e7614e5ba16a6b0d7563","datavalue":{"value":{"entity-type":"item","numeric-id":60255,"id":"Q60255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742780$5382E0AD-56B5-4EA2-A469-04DD1B4D2F28","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bbe75a70230035dd524404f684e8680186c503aa","datavalue":{"value":{"time":"+2001-09-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2742780$6D1E5A32-8C30-4360-A0B7-63E3013FEE4C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$C2DAF358-4DE1-4B83-9161-D860FBEF4FF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dd617f9d0fec58a219ee24586cc73ce6577bed23","datavalue":{"value":"65C60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$04642B2E-9D4B-442C-AEE3-8625CC1A56FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$9DF7CA06-E705-4350-A9FE-1539BB8D6863","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"dff69dd3662117b4cb164d8a798b2fec4e1790d6","datavalue":{"value":"1650421","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$6C848A35-9838-4228-9907-D96C83ECF5A8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4d8171c1ee9416d00855f04624e050ccf0374790","datavalue":{"value":"subset models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742780$CC48E1D6-A435-421F-87ED-A04FAA6CE502","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da73046a486d15d36468a3e54545e956bb90cf28","datavalue":{"value":"identification","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742780$FDABA2B7-DDA4-4FE7-8E89-19C916D1211D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eac300b6b002b4e868d15c3be1f0eef49395b6e6","datavalue":{"value":"genetic algorithms","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742780$65328762-107E-4822-85AA-312986869A60","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742780$C8485824-8542-4CF7-840E-080C3E08F571","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e80d94f7ce0090c6923c2ac755918de6c19266e0","datavalue":{"value":"https://doi.org/10.1111/1467-9892.00198","type":"string"},"datatype":"url"},"type":"statement","id":"Q2742780$A8916F49-0D37-487A-898B-8C6D8BC201AB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"08aec90bcb05676ca7dadce9dbd5dbcecddfc27b","datavalue":{"value":"W2034076857","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742780$31EF4328-6025-4EB2-8461-17F010E2EE72","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"397b78b1d6e5ea331b7081c079e17c0304ebea25","datavalue":{"value":{"entity-type":"item","numeric-id":556129,"id":"Q556129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f7d7650bde064b8fd3c628bf48f012d2be5ee0cd","datavalue":{"value":{"amount":"+0.915229","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$5B328C8D-7CC7-4739-99A1-B28E91155BFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7cb31dadebe25e39997f84cf972c9764501373ec","datavalue":{"value":{"entity-type":"item","numeric-id":3168274,"id":"Q3168274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"27444217b2ebdc07066befd0e1b236882af7a73b","datavalue":{"value":{"amount":"+0.9025577","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$6678D89A-DC69-43C5-B45B-7A243C5F4B85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"34330277c83ba893771dc8f0fe614f1db28cc138","datavalue":{"value":{"entity-type":"item","numeric-id":2002905,"id":"Q2002905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"403ddaac235322f6cd25b2248600345b566ad230","datavalue":{"value":{"amount":"+0.8986691","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$9F956849-1895-48A1-8CB8-3071244C4744","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8508c935aa1790ec844f589ffbc9c97ca24afdf","datavalue":{"value":{"entity-type":"item","numeric-id":2770530,"id":"Q2770530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ff75d3844ebddf29dc965cd9a07cb615ab71d4b","datavalue":{"value":{"amount":"+0.89583814","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$A9DC7F98-ABD2-4166-970E-B1DCFEFD7F97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9f8a7a8a7a0a1620167827d913bd27b895d5bd9a","datavalue":{"value":{"entity-type":"item","numeric-id":2931589,"id":"Q2931589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f8b10ae53d2c36d84f2a27256bfd7f385a0791f7","datavalue":{"value":{"amount":"+0.8856962","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$CE50C66C-B894-424A-B7FA-6CF051C7E7AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4b97dac00e63021a964d0dd9372e06680737d696","datavalue":{"value":{"entity-type":"item","numeric-id":4399217,"id":"Q4399217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9b0c71c168babf733bc5e1392d528cb5666b0b0","datavalue":{"value":{"amount":"+0.8615843","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$05701B6A-FBF6-4A03-82BD-10220C32E110","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfeecc634265df00e35d5c4e68ae5dcee29cb385","datavalue":{"value":{"entity-type":"item","numeric-id":3224660,"id":"Q3224660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"75c3f80bbc8b5a01b04e2183e3443898d9dc48c9","datavalue":{"value":{"amount":"+0.8547141","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$88BD090E-9E5B-4CF2-B5FD-5F76BFE90835","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"43aa27867d18920a19d20ea85cc811d5188f42a6","datavalue":{"value":{"entity-type":"item","numeric-id":5958583,"id":"Q5958583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7c6b59e963abb860f25d1685b2bb99420990bf2b","datavalue":{"value":{"amount":"+0.8451383","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742780$64942C45-AAA3-494D-80BD-0E9B438EAE5A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"82d5c13a4704e27f0e941264edd70e0de697adaa","datavalue":{"value":{"text":"Subset ARMA model identification using genetic algorithms","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2742780$2CD3BAF0-1430-4DDE-9E91-F8DBD267737C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"dcd65eea4bcde0d7fc0b0610353e02a62aad16f5","datavalue":{"value":"A zero-mean stationary process \\(\\{X_t\\}\\) is said to be a subset ARMA(k,i) model, \\(k=(k_1,\\dots,k_p)\\), \\(i=(i_1,\\dots,i_q)\\), with \\(k_1<\\dots<k_p\\) and \\(i_1<\\dots<i_q\\), if it satisfies the equation NEWLINE\\[NEWLINEX_t-a_{k_1}X_{t-k_1}-\\dots-a_{k_p}X_{t-k_p}= W_t-b_{i_1}W_{t-i_1}-\\dots-b_{i_q}W_{t-i_q},NEWLINE\\]NEWLINE where \\(W_t\\) is a white noise with zero mean and variance \\(\\sigma ^2>0\\). In this paper, a selection procedure for subset ARMA models is developed. The procedure is based on innovation regression methods and stochastic binary search algorithms (genetic algorithms). After encoding each ARMA model as a binary string, the iterative algorithm attempts to mimic the natural evolution of the population of such strings to reproduce, creating new models that compete for survival in the next population. The performance of the proposed procedure is illustrated by identifying the true model for simulated and real data.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742780$9FE0E07B-118C-4645-9F4C-EE2A0A6C51BB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2742780","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2742780"}}}}}