IEEE - Institute of Electrical and Electronics Engineers, Inc. - Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling

Author(s): Guang-Yong Chen ; Min Gan ; C. L. Philip Chen ; Han-Xiong Li
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 10
ISSN (Electronic): 2168-2275
ISSN (Paper): 2168-2267
DOI: 10.1109/TCYB.2019.2900469
Regular:

We propose, in this paper, a framework for time series and nonlinear system modeling, called the basis function matrix-based flexible coefficient autoregressive (BFM-FCAR) model. It has very... View More

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