Model identification and parameter estimation of ARMA models by means of evolutionary algorithms.
Susanne RolfJoachim SpraveWolfgang UrferPublished in: CIFEr (1997)
Keyphrases
- parameter estimation
- statistical models
- random fields
- evolutionary algorithm
- parameter values
- model selection
- em algorithm
- model fitting
- probabilistic model
- least squares
- statistical model
- markov random field
- estimation problems
- parameter estimation algorithm
- expectation maximization
- maximum likelihood
- maximum likelihood estimation
- monte carlo simulation
- parameters estimation
- approximate inference
- autoregressive
- maximum entropy
- experimental data
- autoregressive moving average
- gibbs sampling
- parameter estimates
- image segmentation
- markov models
- structure learning
- first order logic
- prior knowledge
- pairwise
- bayesian networks