Modeling a nonlinear process using the exponential autoregressive time series model
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DOI: 10.1007/s11071-018-4677-0
Abstract: The parameter estimation methods for the nonlinear exponential autoregressive (ExpAR) model are investigated in this work. Combining the hierarchical identification principle with the negative gradient search, we derive a hierarchical stochastic gradient algorithm. Inspired by… read more here.
Keywords: multi innovation; innovation identification; process; model ... See more keywords