Time series AR modeling with missing observations based on the polynomial transformation
From MaRDI portal
Publication:984202
DOI10.1016/j.mcm.2009.11.016zbMath1190.62157OpenAlexW2085336722MaRDI QIDQ984202
Publication date: 16 July 2010
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2009.11.016
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (40)
A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems ⋮ Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise ⋮ Hierarchical least squares algorithms for nonlinear feedback system modeling ⋮ On the Kronecker products and their applications ⋮ Two-stage least squares based iterative estimation algorithm for CARARMA system modeling ⋮ A prediction method based on wavelet transform and multiple models fusion for chaotic time series ⋮ Track irregularity time series analysis and trend forecasting ⋮ Computing matrix functions using mixed interpolation methods ⋮ Signal frequency and parameter estimation for power systems using the hierarchical identification principle ⋮ Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model ⋮ Two-stage recursive least squares parameter estimation algorithm for output error models ⋮ Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models ⋮ Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle ⋮ A property of the eigenvalues of the symmetric positive definite matrix and the iterative algorithm for coupled Sylvester matrix equations ⋮ Several gradient parameter estimation algorithms for dual-rate sampled systems ⋮ Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems ⋮ Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model ⋮ Performance analysis of the AM-SG parameter estimation for multivariable systems ⋮ Computation of matrix exponentials of special matrices ⋮ Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data ⋮ Recursive parameter identification for fermentation processes with the multiple model technique ⋮ Newton iterative identification for a class of output nonlinear systems with moving average noises ⋮ Collaborative linear dynamical system identification by scarce relevant/irrelevant observations ⋮ Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model ⋮ Unnamed Item ⋮ Least squares based iterative algorithm for the coupled Sylvester matrix equations ⋮ An efficient hierarchical identification method for general dual-rate sampled-data systems ⋮ Parameter estimation for nonlinear dynamical adjustment models ⋮ Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems ⋮ Combined state and least squares parameter estimation algorithms for dynamic systems ⋮ Parameter identification methods for an additive nonlinear system ⋮ Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models ⋮ Recursive Gauss–Seidel algorithm for direct self‐tuning control ⋮ Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search ⋮ An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition ⋮ Convergence Analysis of Weighted Stochastic Gradient Identification Algorithms Based on Latest‐Estimation for ARX Models ⋮ Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems ⋮ Modified stochastic gradient identification algorithms with fast convergence rates ⋮ Signal modeling using the gradient search ⋮ Performance Analysis of The Auxiliary‐Model‐Based Multi‐Innovation Stochastic Newton Recursive Algorithm for Dual‐Rate Systems
Cites Work
- Unnamed Item
- Combined parameter and output estimation of dual-rate systems using an auxiliary model
- Performance analysis of multi-innovation gradient type identification methods
- Performance analysis of stochastic gradient algorithms under weak conditions
- Auxiliary model identification method for multirate multi-input systems based on least squares
- The residual based extended least squares identification method for dual-rate systems
- Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
- Inductive learning models with missing values
- Convergence analysis of estimation algorithms for dual-rate stochastic systems
- Identification of Hammerstein nonlinear ARMAX systems
- Multiple Imputation After 18+ Years
- Performance analysis of estimation algorithms of nonstationary ARMA processes
- Hierarchical least squares identification methods for multivariable systems
- Parameter estimation of dual-rate stochastic systems by using an output error method
This page was built for publication: Time series AR modeling with missing observations based on the polynomial transformation