Linear-in-parameters models are quite widespread in process engineering, e.g. NAARX, polynomial ARMA models, etc. This paper proposes a new method for structure selection of these models. The method uses Genetic Programming (GP) to generate nonlinear input-output models of dynamical systems that are represented in a tree structure. The main idea of the paper is to apply Orthogonal Least Squares...

The tracking of nonstationary EEG with time-varying ARMA models is discussed. A method for detecting spindles in rat EEG is presented. The method is based on tracking of a single system pole of the ARMA model.

A powerful parametric spectral estimation technique, 2D-ARMA (Auto Regressive Moving Average) modeling, has been applied to contrast transfer function (CTF) detection in electron microscopy. Parametric techniques such as AR (auto regressive) and ARMA models allow a more exact determination of the CTF than traditional methods based only on the Fourier Transform (FT). Previous works revealed that...

When we were fitting ARMA models to the data, we first looked at the sample autocovariance or autocorrelation function and we then tried to find the ARMA model whose theoretical acf matched with the sample acf. Now the sample autocovariance function is a nonparametric estimate of the theoretical autocovariance function of the process. In other words, we first estimated γ(h) nonparametrically by...

The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy. Therefore, the ...

Time-series Autoregressive Moving Average (ARMA) models were employed to model tree crown profiles for two California hardwood species (blue oak and interior live oak). There are three major components of these models: a polynomial trend, an ARMA model, and unaccounted for variation. The polynomial trend was used to achieve a stationary series. For these crown profiles, the use of a quadratic t...