ARMA Model and Wavelet-Based ARMA Model Application

Wei Wei; Hao Ma

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

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 121-126ARMA Model and Wavelet-Based ARMA Model...

ARMA Model and Wavelet-Based ARMA Model Application

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.

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Periodical:

Applied Mechanics and Materials (Volumes 121-126)

Pages:

1799-1803

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.121-126.1799

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Online since:

October 2011

Authors:

Wei Wei, Hao Ma

Keywords:

ARMA Model, Partially Linear Autoregression Model, Wavelet Analysis

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