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10

SIGPRO
2002

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Adding data process feedback to the nonlinear autoregressive model

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Adding data process feedback to the nonlinear autoregressive model

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A nonlinear autoregressive model, the process feedback nonlinear autoregressive (PFNAR) model, in which the autoregressive coe cients are a function of the combination of past data, is proposed. The autoregressive coe cients of the PFNAR model consist of sequential autoregressive parts, and a data process feedback part that feeds back the in uence from previous data points with "signi

Hiroko Kato, Tohru Ozaki

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Added	23 Dec 2010
Updated	23 Dec 2010
Type	Journal
Year	2002
Where	SIGPRO
Authors	Hiroko Kato, Tohru Ozaki

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