Water quality time series prediction based on Markov switching auto-regression model

Jilin Daxue Xuebao (Diqiu Kexue Ban)/Journal of Jilin University (Earth Science Edition)

Volumn 40, Issue 3, 2010, Pages 657-664

  Niu, Jun Yi ^a   Feng, Ping ^a  

^a TIANJIN UNIVERSITY   (China)

Author keywords

Autoregressive model; Box Cox transformation; Markov theory; Regime switching; Water pollution; Water quality time series

Indexed keywords

AR MODELS; AUTO REGRESSIVE MODELS; BOX COX TRANSFORMATION; DYNAMIC STRUCTURE; EVOLUTION PROCESS; GAUSSIANS; HETEROSCEDASTIC; MARKOV SWITCHING; MARKOV THEORY; MULTI-STEP PREDICTION; NON-STATIONARY TIME SERIES; NONSTATIONARY; REGIME SWITCHING; REGRESSION MODEL; SAMPLE DATA; TIME SERIES PREDICTION; VARIABLE STRUCTURES;

ARGON; BIOLOGY; DYNAMIC ANALYSIS; ELECTRIC SWITCHGEAR; FORECASTING; METADATA; OIL SPILLS; PRESSURE MEASUREMENT; QUALITY CONTROL; REGRESSION ANALYSIS; SIGNAL ENCODING; SWITCHING; SWITCHING THEORY; TIME SERIES; WATER POLLUTION; WATER QUALITY; WAVELET TRANSFORMS;

TIME SERIES ANALYSIS;

EID: 77954119981     PISSN: 16715888     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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