Pretraživanje
Prikaz rezultata 1-1 od 1
Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series
(University Politehnica of Bucharest, 2019)
In this paper we propose modification of a linear autoregressive moving-average (ARMA) model by using the so-called Noise-Indicator time series. The obtained model, named NIN–ARMA model, is nonlinear threshold autoregressive ...