Determining the order of a moving average model of time series using reversible jump MCMC: a comparison between laplacian and gaussian noises
Moving average (MA) is a time series model often used for pattern forecasting and recognition. It contains a noise that is often assumed to have a Gaussian distribution. However, in various applications, noise often does not have this distribution. This paper suggests using Laplacian noise in the MA...
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主要な著者: | Suparman, Suparman, Abdellah Salhi, Abdellah Salhi, Rusiman, Mohd Saifullah |
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フォーマット: | 論文 |
言語: | English |
出版事項: |
HRPUB
2020
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主題: | |
オンライン・アクセス: | http://eprints.uthm.edu.my/6177/1/J11857_5159bc59f48149f59f67f4334ace2767.pdf http://eprints.uthm.edu.my/6177/ https://doi.org/10.13189/ms.2020.080613 |
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