Computational modeling of multivariable non-stationary time series in the state space by the AOKI_VAR algorithm

被引：0

作者：

Tobar, Johanna ^{[1
]}

Bottura, Celso ^{[1
]}

Giesbrechtr, Mateus ^{[1
]}

机构：

[1] State University of Campinas, Campinas, Brazil

来源：

IAENG International Journal of Computer Science | 2010年 / 37卷 / 04期

关键词：

Computation theory - Random processes - Stochastic systems - Time series;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this work we propose an iterative e algorithm for identification in the state space of multivariable non-stationary discrete time series considering and implementing a computational process which we will call AOKI_VAR. The proposed algorithm is based on an algorithm proposed by Masanao Aoki for computational modeling of time series. A modeling example is presented as well as discussions on validation, prediction and modeling of time series.

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