Author/Authors :
Khalafi, Mahnaz Department of Statistics - Faculty of Science - Golestan University, Gorgan, Iran , Azimmohseni, Majid Department of Statistics - Faculty of Science - Golestan University, Gorgan, Iran , Kordkatuli, Mohammad Department of Statistics - Faculty of Science - Golestan University, Gorgan, Iran
Abstract :
In this article, a special type of orthogonalization is obtained
to construct a multiple input transfer function model. By using
this technique, construction of a transfer function model is divided to
sequential construction of transfer function models with less input time
series. Furthermore, based on real and simulated time series we provide
an instruction to adequately perform the stages of orthogonalization algorithm.
Keywords :
Frequency response function , frequency transformation , impulse response weight , orthogonalization , transfer function model