ARMA Model and Wavelet-Based ARMA Model Application

Abstract:

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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.

Info:

Periodical:

Edited by:

Dongye Sun, Wen-Pei Sung and Ran Chen

Pages:

1799-1803

DOI:

10.4028/www.scientific.net/AMM.121-126.1799

Citation:

W. Wei and H. Ma, "ARMA Model and Wavelet-Based ARMA Model Application", Applied Mechanics and Materials, Vols. 121-126, pp. 1799-1803, 2012

Online since:

October 2011

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$35.00

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