[A convenient way for autoregressive moving average model order determination: autoregressive moving average (n, n-1) modeling strategy].
Wei Sheng Yan Jiu
; 37(1): 102-3, 2008 Jan.
Article
em Zh
| MEDLINE
| ID: mdl-18421878
ABSTRACT
OBJECTIVE:
To introduce the autoregressive moving average (ARMA)(n, n-1) modeling strategy as to a convenient way for the determination of ARMA orders.METHODS:
ARMA(n, n-1) strategy was generally explained. A simulated ARMA(3,2) time series was generated and analized following this strategy.RESULTS:
Combined with AIC information criteria and residue plot, the order of ARMA model was determined and complied well with the simulated data.CONCLUSION:
ARMA(n, n-1) strategy may be convenient for the medical workers.
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Base de dados:
MEDLINE
Assunto principal:
Algoritmos
/
Modelos Estatísticos
Tipo de estudo:
Prognostic_studies
/
Risk_factors_studies
Idioma:
Zh
Revista:
Wei Sheng Yan Jiu
Assunto da revista:
SAUDE PUBLICA
Ano de publicação:
2008
Tipo de documento:
Article
País de afiliação:
China