DocumentCode
3079260
Title
Exact modelling of a finite data sequence
Author
Heij, C.
Author_Institution
University of Groningen, Groningen, The Netherlands
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1743
Lastpage
1744
Abstract
The problem of modelling a finite data sequence by means of a linear shift-invariant system will be considered. The concepts of complexity of a model and corroboration of a model by data play a crucial role. Various properties of modelling procedures are introduced. These properties are investigated for the partial realization procedure. An alternative procedure will be described which takes into account the concept of corroboration and which turns out to have desirable properties.
Keywords
Bismuth; Data mining; Econometrics; Equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267236
Filename
4049083
Link To Document