Periodic autoregressive model identification using genetic algorithms
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Cites work
- A new look at the statistical model identification
- Break detection for a class of nonlinear time series models
- DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
- Estimating the dimension of a model
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
- Genetic algorithms and their statistical applications: an introduction
- scientific article; zbMATH DE number 1131224 (Why is no real title available?)
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- scientific article; zbMATH DE number 3336457 (Why is no real title available?)
- Large sample properties of parameter estimates for periodic ARMA models
- On modelling and diagnostic checking of vector periodic autoregressive time series models
- On periodic and multiple autoregressions
- PARSIMONIOUS PERIODIC TIME SERIES MODELING
- Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
- Periodic Time Series Models
- RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- Recursive estimation of mixed autoregressive-moving average order
- Recursive prediction and likelihood evaluation for periodic ARMA models
- Some results in periodic autoregression
- Subset ARMA model identification using genetic algorithms
- Subset Autoregression
- Time series with periodic structure
- Time series: theory and methods.
Cited in
(16)- Estimation and identification of periodic autoregressive models with one exogenous variable
- Detection and estimation of additive outliers in seasonal time series
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- Periodic autoregressive models with closed skew-normal innovations
- Subset ARMA model identification using genetic algorithms
- Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms
- Robust modelling of periodic vector autoregressive time series
- Time-varying multi-regime models fitting by genetic algorithms
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
- Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
- scientific article; zbMATH DE number 2205593 (Why is no real title available?)
- Model identification of ARIMA family using genetic algorithms
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
- Autoregressive model with double Pareto distributed noise
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
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