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Automated Box–Jenkins forecasting modelling

✍ Scribed by Y. Lu; S.M. AbouRizk


Book ID
103824033
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
615 KB
Volume
18
Category
Article
ISSN
0926-5805

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Box–Jenkins continuous-time modeling
✍ R. Pintelon; J. Schoukens; Y. Rolain 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 264 KB

This paper treats the identi"cation of continuous-time models using arbitrary band-limited excitation signals. A modeling approach is presented that has the following two advantages: (1) asymptotically (the amount of data tends to in"nity) there is no approximation error over the complete frequency