ARMA Model and Wavelet-Based ARMA Model Application
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.
Dongye Sun, Wen-Pei Sung and Ran Chen
W. Wei and H. Ma, "ARMA Model and Wavelet-Based ARMA Model Application", Applied Mechanics and Materials, Vols. 121-126, pp. 1799-1803, 2012