Adding data process feedback to the nonlinear autoregressive model

A nonlinear autoregressive model, the process feedback nonlinear autoregressive (PFNAR) model, in which the autoregressive coe cients are a function of the combination of past data, is proposed. The autoregressive coe cients of the PFNAR model consist of sequential autoregressive parts, and a data process feedback part that feeds back the in uence from previous data points with "signi

• Type: Journal
• Year: 2002
• Where: SIGPRO
• Authors: Hiroko Kato, Tohru Ozaki
• Keywords: Autoregressive, Autoregressive Coe Cients, Model, SIGPRO 2002