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., Shuhaimi , M.
• Format: Citation Index Journal
• Published: 2010
• Subjects: TP Chemical technology
• Online Access: http://eprints.utp.edu.my/2750/1/Development-of-Box-Jenkins-type-time-series-models-by-combining-conventional-and-orthonormal-basis-filter-approaches_2010_Journal-of-Process-Control.pdf; http://www.scopus.com/inward/record.url?eid=2-s2.0-72649089654&partnerID=40&md5=58c7a6453f72085aa36dcc31558342b8; http://eprints.utp.edu.my/2750/

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...