A genetic algorithm approach to the spectral estimation of time series with noise and missed observations

Information Sciences

Volumn 178, Issue 24, 2008, Pages 4632-4643

  Hung, Jui Chung ^a  

^a LING TUNG UNIVERSITY   (Taiwan)

Author keywords

ARMA model; Bernoulli modulation; Genetic algorithm; Missed observations; Spectral estimation

Indexed keywords

ALGORITHMS; BOOLEAN FUNCTIONS; CONVERGENCE OF NUMERICAL METHODS; GENETIC ALGORITHMS; MODEL STRUCTURES; MODULATION; NONLINEAR PROGRAMMING; PARAMETER ESTIMATION; PROBABILITY; TIME SERIES ANALYSIS;

ARMA MODEL; AUTOREGRESSIVE MOVING AVERAGE (ARMA); BERNOULLI MODULATION; DATA LOSSES; FAST CONVERGENCE RATES; GLOBAL OPTIMAL SOLUTIONS; HIGHLY NONLINEAR; MISSED OBSERVATIONS; MISSING DATUM; PROBABILISTIC STRUCTURES; SIMULATION RESULTS; SPECTRAL ESTIMATION; SPECTRAL ESTIMATIONS; TIME POINTS; TIME SERIES;

PROBABILISTIC LOGICS;

EID: 54049089920     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2008.08.018     Document Type: Article

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