Development of Box–Jenkins type time series models by combining conventional and orthonormal basis filter approaches

• Main Authors: Tufa , L.D., Ramasamy , Marappagounder, Patwardhan , S.C., Mahadzir, Shuhaimi
• Format: Article
• Published: Elsevier 2010
• Subjects: TP Chemical technology
• Online Access: http://eprints.utp.edu.my/1674/1/JPC2010.jpg; http://eprints.utp.edu.my/1674/

A unified scheme for developing Box–Jenkins (BJ) type models from input–output plant data by combining orthonormal basis filter (OBF) model and conventional time series models, and the procedure for the corresponding multi-step-ahead prediction are presented. The models have a deterministic part tha...