Robust recursive time series modeling based on an AR model excited by a t-distribution process.
Junibakti SanubariKeiichi TokudaMahoki OnodaPublished in: IEEE Trans. Signal Process. (1998)
Keyphrases
- modeling framework
- process model
- autoregressive
- probabilistic model
- colored petri nets
- modeling method
- hybrid model
- metamodel
- computational model
- mathematical model
- augmented reality
- gaussian distribution
- prediction model
- bayesian framework
- conceptual model
- experimental data
- short term
- data sets
- statistical model
- parameter estimation
- management system
- probability distribution
- data model
- prior knowledge
- similarity measure
- neural network