New technique for determining the order of ARMA model based on genetic algorithm

Jixie Gongcheng Xuebao/Chinese Journal of Mechanical Engineering

Volumn 41, Issue 1, 2005, Pages 41-45

  Chen, Guo ^a  

^a NANJING UNIVERSITY OF AERONAUTICS AND ASTRONAUTICS   (China)

Author keywords

ARMA (n, m) model; Determining orders; Forecasting; Genetic algorithm

Indexed keywords

EVOLUTIONARY ALGORITHMS; FORECASTING; MATHEMATICAL MODELS; OPTIMIZATION;

ARMA(N M) MODEL; AUTOREGRESSIVE ORDERS N; AVERAGE RELATIVE VARIANCE(ARV); DETERMINING ORDERS; MOVING AVERAGE ORDERS M;

GENETIC ALGORITHMS;

EID: 15744374498     PISSN: 05776686     EISSN: None     Source Type: Journal    
DOI: 10.3901/jme.2005.01.041     Document Type: Article

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