{"title":"Nonparametric Algorithms of Identification and Prediction in the ARX-Models","authors":"G. Koshkin, Vadim Yu. Lukov, I. G. Piven","doi":"10.1109/SMRLO.2016.109","DOIUrl":null,"url":null,"abstract":"To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SMRLO.2016.109","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.
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