An ARMA order selection method with fuzzy reasoning

被引：24

作者：

Haseyama, M ^{[1
]}

Kitajima, H ^{[1
]}

机构：

[1] Hokkaido Univ, Sch Engn, Lab Visual Informat Sci & Engn, Sapporo, Hokkaido 0608628, Japan

来源：

SIGNAL PROCESSING | 2001年 / 81卷 / 06期

关键词：

ARMA model identification; order estimation; fuzzy reasoning; fuzzy c-means clustering; recursive fuzzy reasoning;

D O I：

10.1016/S0165-1684(01)00051-2

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A fuzzy reasoning based approach for ARMA order selection is discussed in this communication. The proposed method attempts to select the optimal ARMA order of a time-varying ARMA model. This method improves model validity-criterion based order selection, such as the Akaike's information criterion and the minimum description length, by applying a fuzzy recursive reasoning method and a fuzzy c-means clustering method. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：1331 / 1335

页数：5

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