ARMA Time Series Modeling: an Effective Method

  title={ARMA Time Series Modeling: an Effective Method},
  author={James A. Cadzow},
  journal={IEEE Transactions on Aerospace and Electronic Systems},
  • 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


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