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- W602350781 abstract "In this paper, a new method for parameter estimation of multi- dimension time varying coefficient ARMA (MDTVCARMA) modeling is posed by using a neural network. Each coefficient is considered as a random variable with changing gradually with time. According to the character of multi-dimension time varying coefficient ARMA model which is expressed in the form of a difference equation excited by a Gaussian white noise , a parameter estimation model for multi-dimension time varying ARMA model and corresponding neural structure are given via neural network and predisturbed principle. The result of a simulation has shown that the new method of parameter estimation for multi- dimension time varying coefficient ARMA model is valid. We also probe into application of the neural network method of parameter estimation of time varying coefficient ARMA model on Intelligent Transportation System" @default.
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- W602350781 date "1998-01-01" @default.
- W602350781 modified "2023-09-25" @default.
- W602350781 title "A NEW METHOD FOR PARAMETER ESTIMATION OF MULTI-DIMENSION TIME VARYING COEFFICIENT TIME SERIES MODELING VIA NEURAL NETWORK AND PROBING INTO APPLICATION ON INTELLIGENT TRANSPORTATION SYSTEM (ITS)" @default.
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