ARMA model order and parameter estimation using genetic algorithms

DOI10.1080/13873954.2011.614068zbMath1251.93120OpenAlexW2139476852MaRDI QIDQ3168274

Othman M. K. Alsmadi, Mohammad Saraireh, Maha I. Zaqout, Adnan M. Al-Smadi, Zaer. S. Abo-Hammour

Publication date: 30 October 2012

Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1080/13873954.2011.614068

zbMATH Keywords

genetic algorithmsautoregressive moving averageorder and parameter estimation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (3)

Detectability conditions for output-only subspace identification ⋮ Distributed Order Estimation of ARX Model under Cooperative Excitation Condition ⋮ Nonlinear subspace system identification based on output-only measurements

Uses Software

• System Identification Toolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Model identification of ARIMA family using genetic algorithms
• Modeling by shortest data description
• The estimation of the order of an ARMA process
• Coefficient estimation of IIR filter by a multiple crossover genetic algorithm
• ARMA model order determination using edge detection: A new perspective
• Fitting autoregressive models for prediction
• Statistical predictor identification
• Automatic identification of ARMA systems
• ARMA model order estimation based on the eigenvalues of the covariance matrix
• Practical Genetic Algorithms
• Numerical solution of second‐order, two‐point boundary value problems using continuous genetic algorithms
• Genetic algorithms for the identification of additive and innovation outliers in time series

This page was built for publication: ARMA model order and parameter estimation using genetic algorithms