State-dependent vector hybrid linear and nonlinear ARMA modeling: Applications

Yuanjin Zheng، نويسنده , , Zhiping Lin and David B. H. Tay، نويسنده ,

روزنامه با شماره پیاپی سال 2001

23

575

597

long correlation time series , SVH-ARMA model , multiple step ahead prediction , one step ahead prediction , extended Kalman filtering , dyadic wavelet transform.

Circuits, Systems and Signal Processing

2001

Circuits, Systems and Signal Processing

342439