Paper Title:

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
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Abstract

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.