Filter Design for Autoregressive Moving Average Graph Filters

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stationarity of Generalized Autoregressive Moving Average Models

Time series models are often constructed by combining nonstationary effects such as trends with stochastic processes that are believed to be stationary. Although stationarity of the underlying process is typically crucial to ensure desirable properties or even validity of statistical estimators, there are numerous time series models for which this stationarity is not yet proven. A major barrier...

متن کامل

Chapter 3: Autoregressive and moving average processes

2 Moving average models Definition. The moving average model of order q, or MA(q), is defined to be Xt = t + θ1 t−1 + θ2 t−2 + · · ·+ θq t−q, where t i.i.d. ∼ N(0, σ). Remarks: 1. Without loss of generality, we assume the mean of the process to be zero. 2. Here θ1, . . . , θq (θq 6= 0) are the parameters of the model. 3. Sometimes it suffices to assume that t ∼WN(0, σ). Here we assume normality...

متن کامل

Moving - Average Representation of Autoregressive Approximations

We study the properties of an MA1-representation of an autoregressive a p p r o x-imation for a stationary, real-valued process. In doing so we g i v e an extension of Wiener's Theorem in the deterministic approximation setup. When dealing with data, we can use this new key result to obtain insight i n to the structure of MA1-representations of tted autoregressive models where the order increas...

متن کامل

Forecasting Inflation: Autoregressive Integrated Moving Average Model

This study compares the forecasting performance of various Autoregressive integrated moving average (ARIMA) models by using time series data. Primarily, The Box-Jenkins approach is considered here for forecasting. For empirical analysis, we used CPI as a proxy for inflation and employed quarterly data from 1970 to 2006 for Pakistan. The study classified two important models for forecasting out ...

متن کامل

Testing for Autocorrelation in the Autoregressive Moving Average Error Model

Failure to allow for autocorrelation of the disturbances in a regression model can lead to biased and inconsistent parameter estimates, particularly if the model is autoregressive. While consistent estimation methods are available which allow for autocorrelation, estimation is usually much easier when there is some assurance that autocorrelation is absent. In pursuit of such assurance the prese...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Signal and Information Processing over Networks

سال: 2019

ISSN: 2373-776X,2373-7778

DOI: 10.1109/tsipn.2018.2854627