Title :
Use of Internets - technologies for dynamic stochastic models identification
Author :
Denisov, V.I. ; Elantseva, I.L.
Author_Institution :
Novosibirsk State Tech. Univ., Russia
Abstract :
In the report the program complex allowing to carry out identification of dynamic autoregressive models with moving average, determined input signal and trend (ARMAX-model) is considered. The program complex allows to estimate parameters of model, decides a task of a choice of an input signal raising quality estimation of parameters. For convenience of the user the transfer of the data is carried out with use the Internet.
Keywords :
autoregressive moving average processes; identification; parameter estimation; stochastic systems; Internet technology; autoregressive moving average model; dynamic stochastic model; identification; parameter estimation; program complex; Concrete; Covariance matrix; Equations; Internet; Mathematical model; Parameter estimation; Signal processing; Stochastic processes;
Conference_Titel :
Electronic Instrument Engineering Proceedings, 2002. APEIE 2002. 2002 6th International Conference on Actual Problems of
Print_ISBN :
0-7803-7361-8
DOI :
10.1109/APEIE.2002.1075831
