scholarly journals Model Selection and Quality Estimation of Time Series Models for Artificial Technical Surface Generation

Technologies ◽  
2017 ◽  
Vol 6 (1) ◽  
pp. 3 ◽  
Author(s):  
◽  
◽  
◽  
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Surface Generation ◽  
Time Series Models ◽  
Quality Estimation ◽  
Estimation Of Time

scholarly journals MODEL SELECTION AND COMPARISON OF TIME SERIES MODELS.

2018 ◽  
Vol 6 (6) ◽  
pp. 1101-1108
Author(s):  
P Mariyappan ◽  
◽  
P Arumugam ◽  
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Time Series Models

scholarly journals Estimation of Time Series Models via Robust Wavelet Variance

2014 ◽  
Vol 43 (4) ◽  
pp. 267-277
Author(s):  
Stephane Guerrier ◽  
Roberto Molinari ◽  
Maria-Pia Victoria-Feser
Keyword(s):  
Time Series ◽  
Indirect Method ◽  
Estimation Method ◽  
Time Series Models ◽  
Robust Approach ◽  
M Estimator ◽  
Wavelet Variance ◽  
Simulation Results ◽  
Estimation Of Time

A robust approach to the estimation of time series models is proposed. Taking froma new estimation method called the Generalized Method of Wavelet Moments (GMWM)which is an indirect method based on the Wavelet Variance (WV), we replace the classicalestimator of the WV with a recently proposed robust M-estimator to obtain a robustversion of the GMWM. The simulation results show that the proposed approach can beconsidered as a valid robust approach to the estimation of time series and state-spacemodels.

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