The role of vector AutoRegressive modeling in subspace identification

被引：0
|
作者：
Dipartimento di Tecnica e Gestione dei Sistemi Industriali, Università di Padova , stradella San Nicola, 3, 36100 Vicenza, Italy [1 ]
机构：
来源：
| 1600年 / 3646-3651卷 / 2006期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Algorithms - Asymptotic analysis - Computational complexity - Regression analysis - Vectors
引用
收藏
相关论文
共 50 条
  • [21] Acceleration of Sparse Vector Autoregressive Modeling using GPUs
    Venkataramanan, Shreenivas Bharadwaj
    Garg, Rahul
    Sabharwal, Yogish
    2019 IEEE 26TH INTERNATIONAL CONFERENCE ON HIGH PERFORMANCE COMPUTING, DATA, AND ANALYTICS (HIPC), 2019, : 163 - 172
  • [22] Sparse seasonal seasonal and periodic vector autoregressive modeling
    Baek, Changryong
    Davis, Richard A.
    Pipiras, Vladas
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2017, 106 : 103 - 126
  • [23] Sparse vector heterogeneous autoregressive modeling for realized volatility
    Changryong Baek
    Minsu Park
    Journal of the Korean Statistical Society, 2021, 50 : 495 - 510
  • [24] Modeling local dependence in latent vector autoregressive models
    Trung Dung Tran
    Lesaffre, Emmanuel
    Verbeke, Geert
    Duyck, Joke
    BIOSTATISTICS, 2021, 22 (01) : 148 - 163
  • [25] Multivariate arterial travel time prediction using hierarchical subspace vector autoregressive model
    Zhang, Xin, 1600, Sila Science, University Mah Mekan Sok, No 24, Trabzon, Turkey (32):
  • [26] Subspace identification for dynamic process analysis and modeling
    DiRuscio, D
    Holmberg, A
    CONTROL SYSTEMS '96, PREPRINTS, 1996, : 141 - 146
  • [27] Road Profile Modeling by Subspace Identification Methods
    Turkay, Semiha
    Akcay, Huseyin
    2015 15TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS (ICCAS), 2015, : 1618 - 1623
  • [28] Dynamic Causal Modeling and subspace identification methods
    Novakova, J.
    Hromcik, M.
    Jech, R.
    BIOMEDICAL SIGNAL PROCESSING AND CONTROL, 2012, 7 (04) : 365 - 370
  • [29] Online Topology Identification From Vector Autoregressive Time Series
    Zaman, Bakht
    Ramos, Luis Miguel Lopez
    Romero, Daniel
    Beferull-Lozano, Baltasar
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 69 : 210 - 225
  • [30] Testing identification via heteroskedasticity in structural vector autoregressive models
    Luetkepohl, Helmut
    Meitz, Mika
    Netsunajev, Aleksei
    Saikkonen, Pentti
    ECONOMETRICS JOURNAL, 2021, 24 (01): : 1 - 22
12345