Building Parsimonious Dynamic System for Time Series
IRAQI JOURNAL OF STATISTICAL SCIENCES,
2005, Volume 5, Issue 1, Pages 140-165
10.33899/stats.2005.32832
Abstract
In this paper the radial basis function method is used for the generation of models of time series. It has been arrived at a model for nonlinear time series. It has also been found that the error is restricted between zero and one. The probability characteristics have been explained for such series accompanied by a complete analysis for the residuals of model. A simulation has been done for the purpose of examination the generative information of the model. which have the same information characteristics.
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