FROM TIME-SERIES TO LINEAR-SYSTEM .3. APPROXIMATE MODELING

被引：161
|
作者：
WILLEMS, JC
机构：
[1] Univ of Groningen, Groningen, Neth, Univ of Groningen, Groningen, Neth
来源：
AUTOMATICA | 1987年 / 23卷 / 01期
关键词：
DATA PROCESSING - Data Reduction and Analysis - MATHEMATICAL TECHNIQUES - Correlation Methods;
D O I：
10.1016/0005-1098(87)90120-8
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
An optimal approximate model, defined in terms of the complexity of a model and the misfit between a model and the observed data, yields algorithms for computing an optimal fitting model with a maximal admissible complexity or, alternatively, a minimally complex model which explains an observed time series up to a maximally tolerated misfit.
引用
收藏
页码：87 / 115
页数：29
相关论文
共 50 条
  • [41] MODELING DOUBLE SCROLL TIME-SERIES
    DIMITRIADIS, A
    FRASER, AM
    IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-ANALOG AND DIGITAL SIGNAL PROCESSING, 1993, 40 (10): : 683 - 687
  • [42] MODELING OF TIME-SERIES - A NEW APPROACH
    CADZOW, JA
    GEOPHYSICS, 1982, 47 (04) : 478 - 478
  • [43] FRACTAL MODELING OF TIME-SERIES DATA
    MAZEL, DS
    HAYES, MH
    TWENTY-THIRD ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS, VOLS 1 AND 2: CONFERENCE RECORD, 1989, : 182 - 186
  • [44] DynamicalWasserstein Barycenters for Time-series Modeling
    Cheng, Kevin C.
    Aeron, Shuchin
    Hughes, Michael C.
    Miller, Eric L.
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 34 (NEURIPS 2021), 2021, 34
  • [45] MODELING MULTIPLE TIME-SERIES WITH APPLICATIONS
    TIAO, GC
    BOX, GEP
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) : 802 - 816
  • [46] PROCEDURE FOR THE MODELING OF NONSTATIONARY TIME-SERIES
    KITAGAWA, G
    AKAIKE, H
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1978, 30 (02) : 351 - 363
  • [47] TIME-SERIES MODELING AND MAXIMUM ENTROPY
    ULRYCH, TJ
    CLAYTON, RW
    PHYSICS OF THE EARTH AND PLANETARY INTERIORS, 1976, 12 (2-3) : 188 - 200
  • [48] OUTLIER DETECTION AND TIME-SERIES MODELING
    ABRAHAM, B
    CHUANG, A
    TECHNOMETRICS, 1989, 31 (02) : 241 - 248
  • [49] TIME-SERIES MODELING OF COASTAL CURRENTS
    CHIN, DA
    ROBERTS, PJW
    JOURNAL OF WATERWAY PORT COASTAL AND OCEAN ENGINEERING-ASCE, 1985, 111 (06): : 954 - 972
  • [50] TIME-SERIES MODELING OF CHICAGO PARTICULATES
    ONEILL, WD
    JOURNAL OF THE ENVIRONMENTAL ENGINEERING DIVISION-ASCE, 1979, 105 (05): : 855 - 866
12345