Importance of Autocorrelation for Parameter Estimation in Regression Models
نویسنده
چکیده
In deformation analysis the functional relationship between the acting forces and the resulting deformations should be established. If time depending observations are given, a regression could be used as functional model. In case of stochastic model uncorrelated observations with identical variance are assumed. Due to the high sampling rate a small time difference arises between two observations. Thus the assumed stochastic model is not suitable. The calculation has to be effected by means of autocorrelated obervations.
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تاریخ انتشار 2001