ARMA Model and Wavelet-Based ARMA Model Application
| Periodical | Applied Mechanics and Materials (Volumes 121 - 126) |
|---|---|
| Main Theme | Frontiers of Manufacturing and Design Science II |
| Edited by | Dongye Sun, Wen-Pei Sung and Ran Chen |
| Pages | 1799-1803 |
| DOI | 10.4028/www.scientific.net/AMM.121-126.1799 |
| Citation | Wei Wei et al., 2011, Applied Mechanics and Materials, 121-126, 1799 |
| Online since | October, 2011 |
| Authors | Wei Wei, Hao Ma |
| Keywords | ARMA Model, Partially Linear Autoregression Model, Wavelet Analysis |
| Price | US$ 28,- |
This article discusses some of the linear regression model from the modeling theory, focusing on the modeling method of selecting the optimal model, choose the best bandwidth criteria. Then, given some of the partial linear regression model from the estimates and the partial residual nuclear smooth estimates, and estimate the model using the partial residual in the unknown parameters and to estimate the unknown function. Finally, the establishment of the Shanghai Index and Shenzhen Component Index Partially linear regression model.