Presentation 1996/6/14
An Analysis of Nonlinear Autoregressive Moving Average Model via Discrete Fourier Transform
Satoshi ICHlKAWA, Keishi KAMATA,
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Abstract(in English) Nonlinear autoregressive moving average model (NARMA model) is widely used as a mathematical model for many systems whose relationships between input and output signals are described by nonlinear difference equations. In this system, output signal at observed point is determined by nonlinear function constracted by past output signals and present・past input signals and it is used as prediction model for unknown system. In this paper, we assume finite length random time series as fundamental component of periodic signal and present an analysis method via discrete Fourier transform.
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Keyword(in English) NARMA model / nonlinear difference equation / random signal / discrete Fourier transform
Paper # NLP96-38
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Conference Information
Committee NLP
Conference Date 1996/6/14(1days)
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Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) An Analysis of Nonlinear Autoregressive Moving Average Model via Discrete Fourier Transform
Sub Title (in English)
Keyword(1) NARMA model
Keyword(2) nonlinear difference equation
Keyword(3) random signal
Keyword(4) discrete Fourier transform
1st Author's Name Satoshi ICHlKAWA
1st Author's Affiliation Graduate School of Engineering, Kyoto University()
2nd Author's Name Keishi KAMATA
2nd Author's Affiliation Graduate School of Engineering, Kyoto University
Date 1996/6/14
Paper # NLP96-38
Volume (vol) vol.96
Number (no) 94
Page pp.pp.-
#Pages 8
Date of Issue