ARMA Time Series Modeling: an Effective Method

@article{Cadzow1983ARMATS,
  title={ARMA Time Series Modeling: an Effective Method},
  author={James A. Cadzow},
  journal={IEEE Transactions on Aerospace and Electronic Systems},
  year={1983},
  volume={AES-19},
  pages={49-58}
}
  • James A. Cadzow
  • Published 1983 in
    IEEE Transactions on Aerospace and Electronic…
The ability to generate rational models of time series plays an important role in such applications as adaptive filtering, spectral estimation, digital control, array processing, and forecasting. A method for effecting an autoregressive moving average (ARMA) model estimate is presented which possesses a number of admirable properties: 1) it has an elegant algebraic structure, 2) its modeling performance in spectral estimation applications has been empirically found to typically exceed that of… CONTINUE READING

Citations

Publications citing this paper.

Server load prediction based on improved support vector machines

2008 IEEE International Symposium on IT in Medicine and Education • 2008
View 4 Excerpts
Highly Influenced

References

Publications referenced by this paper.
Showing 1-10 of 16 references

Performance characteristics of the Cadzow modified direct ARMA method for spectrum estimation

Y. H. Pao, D. T. Lee
Proceedings of the First Acoustics . Speech , and Signal Processing Workshop on Spectral Estimation • 1981

A new ARMA spectral estimator

S. Kay
IEEE Transactions on Acoustics , Speech , and Signal Processing • 1980

Asymptotically fast solution of Toeplitz and related systems of linear equations

R. R.. Bitmead, B. D. O. Anderson
Linear Algebra and its Applications • 1980

Efficient decoder algorithms based on spectral techniques

R. E. Blahut
1980

High performance spectral estimation - A new ARMA method

J. A. Cadzow
IEEE Transactions on Acoustics , Speech , and Signal Processing • 1980

A note on covariance - invariant digital filter design and autoregressive moving average spectral estimation

J. F. Kinkel, J. Perl, L. Scharf, A. Stubberub
IEEE Transactions on Acoustics , Speech , and Signal Processing • 1979

Similar Papers

Loading similar papers…