The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts (Q2927477)
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scientific article; zbMATH DE number 6365393
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| English | The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts |
scientific article; zbMATH DE number 6365393 |
Statements
3 November 2014
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ARMA\((p, q)\) model
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conjugate gradient method
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global convergence
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parameter estimation
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nonlinear programming
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The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts (English)
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0.9023044109344482
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0.870868444442749
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0.8203277587890625
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0.7739808559417725
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0.7362370491027832
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