Gradient-based Parameter Estimation for a Nonlinear Exponential Autoregressive Time-series Model by Using the Multi-innovation
Jian Pan, Yuqing Liu, Jun Shu
Topics & Concepts
Autoregressive modelSTAR modelSeries (stratigraphy)Estimation theoryNonlinear systemExponential functionNonlinear autoregressive exogenous modelComputer scienceEstimationApplied mathematicsIdentification (biology)ForgettingMathematicsTime seriesAlgorithmAutoregressive integrated moving averageMathematical optimizationEconometricsMachine learningEngineeringMathematical analysisSystems engineeringQuantum mechanicsPaleontologyBiologyPhilosophyPhysicsBotanyLinguisticsNeural Networks and ApplicationsControl Systems and IdentificationStructural Health Monitoring Techniques