Application of the multi-model partitioning theory for simultaneous order and parameter estimation of multivariate ARMA models.
Stylianos Sp. PappasVassilios C. MoussasSokratis K. KatsikasPublished in: Int. J. Model. Identif. Control. (2008)
Keyphrases
- parameter estimation
- statistical models
- model fitting
- em algorithm
- maximum likelihood
- random fields
- parameter values
- probabilistic model
- model selection
- least squares
- expectation maximization
- statistical model
- parameter estimation algorithm
- autoregressive
- markov random field
- experimental data
- parameter estimates
- bayesian framework
- posterior distribution
- gibbs sampling
- estimation problems
- parameters estimation
- prior knowledge
- parametric models
- monte carlo simulation
- maximum entropy
- closed form
- maximum likelihood estimation
- regression model
- generative model
- data mining
- autoregressive moving average