IEEE - Institute of Electrical and Electronics Engineers, Inc. - Uncertainty Management for Estimation in Dynamical Systems

APCCAS 2006. 2006 IEEE Asia Pacific Conference on Circuits and Systems

Author(s): H. Baili
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2006
Conference Location: Singapore, Singapore
Conference Date: 4 December 2006
Page(s): 1,992 - 1,995
ISBN (Paper): 1-4244-0387-1
DOI: 10.1109/APCCAS.2006.342278
Regular:

A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of "shaping filter". The model identification is then proposed; it is based upon some... View More

Advertisement