Title :
Study on Time Series Data Based on Structural Equation Modeling
Author :
Yan Zhang ; Hui Zhang
Author_Institution :
Sch. of Inf. Sci. & Technol., Jiujiang Univ., Jiujiang, China
Abstract :
SEM is a burgeoning multivariate data analysis method. ARMA is one of the most widely used model about time series data. This paper compare the mathematical model about the SEM and ARMA model, and find they are similar. So we can process ARMA model with SEM.
Keywords :
autoregressive moving average processes; data analysis; time series; ARMA model; SEM; multivariate data analysis method; structural equation modeling; time series data; Analytical models; Data models; Educational institutions; Equations; Mathematical model; Numerical analysis; Time series analysis; ARMA; Structural Equation Modeling; Time Series Data;
Conference_Titel :
Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2014 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4956-4
DOI :
10.1109/IHMSC.2014.37
