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- W2021957290 abstract "In this paper, a novel method to estimate ARMA time-varying parameter is proposed, based on ESCGMmv grey forecasting model. The estimation procedure of this method consists of two phases, first estimating online ARMA parameter by the least squares method. Then, using ESCGMmv grey forecasting model to forecast the error between and .The model gives an adequate description of the system under consideration. Finally, modify the estimate parameter by the estimate error. Simulation results confirm that the propose method can obtain more accurate estimate time- varying parameter." @default.
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- W2021957290 date "2012-06-01" @default.
- W2021957290 modified "2023-09-25" @default.
- W2021957290 title "A Novel Method to Estimate ARMA Time-Varying Parameter Using Grey Forecasting Model" @default.
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- W2021957290 doi "https://doi.org/10.4028/www.scientific.net/amr.532-533.876" @default.
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