arx模型中辨识与预测的非参数算法

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO) Pub Date : 2016-02-15 DOI:10.1109/SMRLO.2016.109

G. Koshkin, Vadim Yu. Lukov, I. G. Piven

{"title":"arx模型中辨识与预测的非参数算法","authors":"G. Koshkin, Vadim Yu. Lukov, I. G. Piven","doi":"10.1109/SMRLO.2016.109","DOIUrl":null,"url":null,"abstract":"To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Nonparametric Algorithms of Identification and Prediction in the ARX-Models\",\"authors\":\"G. Koshkin, Vadim Yu. Lukov, I. G. Piven\",\"doi\":\"10.1109/SMRLO.2016.109\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.\",\"PeriodicalId\":254910,\"journal\":{\"name\":\"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)\",\"volume\":\"18 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-02-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SMRLO.2016.109\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SMRLO.2016.109","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 2

摘要

为了识别定义非线性arx过程的未知函数，我们使用核回归估计器。找到了这些估计量的均方误差的主成分。该算法已应用于实际数据处理中。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Nonparametric Algorithms of Identification and Prediction in the ARX-Models

To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)

自引率

0.00%

发文量