0
TECHNICAL PAPERS

On the Estimation of Nonstationary Functional Series TARMA Models: An Isomorphic Matrix Algebra Based Method

[+] Author and Article Information
George N. Fouskitakis, Spilios D. Fassois

Stochastic Mechanical Systems (SMS) Group, Department of Mechanical & Aeronautical Engineering, University of Patras, GR 265 00 Patras, Greece

J. Dyn. Sys., Meas., Control 123(4), 601-610 (Jan 30, 2001) (10 pages) doi:10.1115/1.1409551 History: Received January 30, 2001
Copyright © 2001 by ASME
Your Session has timed out. Please sign back in to continue.

References

Figures

Grahic Jump Location
Chebyshev TARMA (1,1) model: (a) Signal segment; (b) theoretical power spectral density; (c) mean estimated power spectral density (generalized method)
Grahic Jump Location
Chebyshev TARMA(1,1) parameter trajectories: (a),(b) AR and MA parameters estimated by the Generalized method; (c), (d) AR and MA parameters estimated by the original P-A method (solid curves indicate theoretical trajectories; 50 estimates per case)
Grahic Jump Location
Chebyshev TARMA (2,1) model: (a) Signal segment; (b) theoretical power spectral density; (c) mean estimated power spectral density (generalized method)
Grahic Jump Location
Chebyshev TARMA(2,1) parameter trajectories: (a)-(c) AR and MA parameters estimated by the Generalized method; (d)-(f) AR and MA parameters estimated by the original P-A method (solid curves indicate theoretical trajectories; 50 estimates per case)

Tables

Errata

Discussions

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In