• DocumentCode
    2345827
  • Title

    Projection pursuit autoregression and projection pursuit moving average

  • Author

    Tian, Zheng

  • Author_Institution
    Dept. Appl. Math., Northwestern Polytech. Univ., Shaanxi, China
  • fYear
    1994
  • fDate
    27-29 Oct 1994
  • Firstpage
    77
  • Abstract
    Projection pursuit autoregression (MPPAR) and projection pursuit moving average (MPPMA) with multivariate polynomials as ridge functions in both cases are proposed in this paper. The L2-convergence of the methods is proved. This paper also proposes two new algorithms for MPPAR and MPPMA. By using the methods, we establish the mathematical models about the Wolfer sunspot data and Canadian lynx data
  • Keywords
    autoregressive processes; convergence of numerical methods; moving average processes; polynomials; Canadian lynx data; L2-convergence; Wolfer sunspot data; multivariate polynomials; projection pursuit autoregression; projection pursuit moving average; ridge functions; Analysis of variance; Data analysis; Mathematical model; Polynomials; Scattering; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
  • Conference_Location
    Alexandria, VA
  • Print_ISBN
    0-7803-2761-6
  • Type

    conf

  • DOI
    10.1109/WITS.1994.513906
  • Filename
    513906
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2345827