Title :
Notice of Retraction
Mixture Periodic Autoregressive Moving Average model with application to PM10 concentrations
Author :
Huizhan Wang ; Fangan Deng
Author_Institution :
Dept. of Math., Shaanxi Univ. of Technol., Hanzhong, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
We generalize the Mixture Periodic Autoregressive (MPAR) model introduced by Shao to the Mixture Periodic Autoregressive Moving Average (MPARMA) model for the modelling nonlinear time series. The stationarity is derived. The estimation is done via EM algorithm and the model selection criterion is given. The model is illustrated by analyzing the particulate matter concentrations in Cleveland, OH.
Keywords :
atmospheric composition; geophysical techniques; time series; Cleveland; EM algorithm; OH; PM10 concentrations; USA; mixture periodic autoregressive moving average model; nonlinear time series; particulate matter concentrations; Histograms; Out of order; Yttrium; BIC; EM algorithm; Mixture Periodic Autoregressive Moving Average Models; periodically correlated time series;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
DOI :
10.1109/ICCASM.2010.5622419
