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

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...

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Bibliographic Details
Main Authors: Tufa , L.D., Ramasamy , Marappagounder, Patwardhan , S.C., Shuhaimi , M.
Format: Citation Index Journal
Published: 2010
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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/
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Institution: Universiti Teknologi Petronas