Transfer Function Model Identification Based on Improved Least Square Method

2020 ◽  
Author(s):  
Jie Huang ◽  
Ying Zhang ◽  
Xin Yang ◽  
Zhihong Luo
Keyword(s):  
Transfer Function ◽  
Model Identification ◽  
Least Square Method ◽  
Least Square ◽  
Transfer Function Model ◽  
Function Model

The Parameters Identification of Airplane Flutter Model Based Global Nonlinear Separable Least Square Method

2012 ◽  
Vol 490-495 ◽  
pp. 2774-2779
Author(s):  
Jie Yao ◽  
Jian Hong Wang
Keyword(s):  
Transfer Function ◽  
Least Square Method ◽  
Least Square ◽  
Model Parameters ◽  
Transfer Function Model ◽  
Input Output ◽  
Function Model ◽  
Output Data ◽  
Noisy Input ◽  
Least Square Problem

considering the noisy input-output data, this paper come up with an idea extending the deviation compensation least square (CLS)to the nonlinear separable least square (NSLS).The least square method employed nonlinear separable least square adaptive to the noisy situation is able to identify accurately the airplane flutter model parameters. Combining the transfer function model, this algorithm successfully converts the identification of noisy system into nonlinear separable least square problem. The square deviation of two noises and the model parameter of the transfer function can be estimated separately by using of above algorithm.

Model Fungsi Transfer Input Ganda untuk Pemodelan Jakarta Islamic Index

2019 ◽  
Vol 7 (3) ◽  
Author(s):  
Nur Laela Fitriani ◽  
Pika Silvianti ◽  
Rahma Anisa
Keyword(s):  
Exchange Rate ◽  
Transfer Function ◽  
Multivariate Time Series ◽  
Model Identification ◽  
Transfer Function Model ◽  
Function Model ◽  
Jones Index ◽  
Multiple Input ◽  
Identification Stage ◽  
Stage Estimation

Transfer function model with multiple input is a multivariate time series forecasting model that combines several characteristics of ARIMA models by utilizing some regression analysis properties. This model is used to determine the effect of output series towards input series so that the model can be used to analyze the factors that affect the Jakarta Islamic Index (JII). The USD exchange rate against rupiah and Dow Jones Index (DJI) were used as input series. The transfer function model was constructed through several stages: model identification stage, estimation of transfer function model, and model diagnostic test. Based on the transfer function model, the JII was influenced by JII at the period of one and two days before. JII was also affected by the USD exchange rate against rupiah at the same period and at one and two days before. In addition, the JII was influenced by DJI at the same period and also at period of one until five days ago. The Mean Absolute Prencentage Error (MAPE) value of forecasting result was 0.70% and the correlation between actual and forecast data was 0.77. This shows that the model was well performed for forecasting JII.

scholarly journals Administrative Costs and Tariff Rates in the Presence of Customs Evasion: Evidence from Ecuador

Economies ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 21
Author(s):  
Jazmín González Aguirre ◽  
Alberto Del Villar
Keyword(s):  
International Trade ◽  
Transfer Function ◽  
Gross Domestic Product ◽  
Foreign Trade ◽  
Transfer Function Model ◽  
Administrative Cost ◽  
Function Model ◽  
Administrative Costs ◽  
Tariff Rates ◽  
Budgetary Expenditure

This paper seeks to assess the effectiveness of customs policies in increasing the resources devoted to controlling and inspection. Specifically, it seeks to analyze whether an increase in the administrative cost of collecting taxes on foreign trade in Ecuador contributes to reducing customs fraud. To this end, we identify and estimate a transfer function model (ARIMAX), considering information on foreign trade such as official international trade statistics report and tariff rates, as well as the execution of budgetary expenditure and Ecuador’s gross domestic product (GDP). The period under study includes quarterly series from 2006 to 2018. The results obtained by the model indicate that allocating greater material and budgetary resources to combat customs fraud does not always achieve the objective of reducing customs evasion.

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