ARMA model order and parameter estimation using genetic algorithms

DOI10.1080/13873954.2011.614068MaRDI QIDQ3168274zbMATH OpenOpenAlexFDO

Authors Othman M. K. Alsmadi, Adnan M. Al-Smadi, Maha I. Zaqout, Mohammad S. Saraireh, Zaer S. Abo Hammour

Publication date 30 October 2012

Published in Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10.1080/13873954.2011.614068

zbMATH Keywords

autoregressive moving averagegenetic algorithmsorder and parameter estimation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• ARMA model order determination using edge detection: A new perspective
• ARMA model order estimation based on the eigenvalues of the covariance matrix
• Automatic identification of ARMA systems
• Coefficient estimation of IIR filter by a multiple crossover genetic algorithm
• Fitting autoregressive models for prediction
• Genetic algorithms for the identification of additive and innovation outliers in time series
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Model identification of ARIMA family using genetic algorithms
• Modeling by shortest data description
• Numerical solution of second‐order, two‐point boundary value problems using continuous genetic algorithms
• Practical Genetic Algorithms
• Statistical predictor identification
• The estimation of the order of an ARMA process

Cited in

(7)

• Nonlinear subspace system identification based on output-only measurements
• Subset ARMA model identification using genetic algorithms
• scientific article; zbMATH DE number 1703876 (Why is no real title available?)
• Detectability conditions for output-only subspace identification
• Distributed Order Estimation of ARX Model under Cooperative Excitation Condition
• Model identification of ARIMA family using genetic algorithms
• Distributed order estimation for continuous-time stochastic systems

Describes a project that uses

Uses Software

• System Identification Toolbox

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