Minimum Mismatch Modeling (3M) Hyperparameter Selection in Autoregressive Moving Average (ARMA) Modeling

Hyperparameters of Autoregressive Moving Average (ARMA) modeling are the number of AR coefficients and the number of MA coefficients. The hyperparameter selection (HS) in ARMA modeling plays a critical role and can dominate the coefficient (parameter) estimation process. This work provides a novel m...

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Bibliographic Details
Main Authors: Soosan Beheshti, Vedant Bommanahally
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/11091305/
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