Gradient radial basis function based varying-coefficient autoregressive model for nonlinear and nonstationary time series

IEEE Signal Processing Letters

Volumn 22, Issue 7, 2015, Pages 809-812

  Gan, Min ^a,b   Chen, C L Philip ^b   Li, Han Xiong ^c,d   Chen, Long ^b  

^a HEFEI UNIVERSITY OF TECHNOLOGY   (China)

^b UNIVERSITY OF MACAU   (Macao)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^d CENTRAL SOUTH UNIVERSITY   (China)

Author keywords

Functional coefficient autoregressive model; gradient radial basis function; nonlinear and nonstationary time series; separable nonlinear least squares

Indexed keywords

FUNCTIONS; RADIAL BASIS FUNCTION NETWORKS;

AUTO REGRESSIVE MODELS; CHAOTIC TIME SERIES; FUNCTIONAL COEFFICIENT AUTOREGRESSIVE; NON-STATIONARY TIME SERIES; PREDICTION PERFORMANCE; RADIAL BASIS FUNCTIONS; SEPARABLE NONLINEAR LEAST SQUARES; VARYING COEFFICIENTS;

TIME SERIES;

EID: 84913529035     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2014.2369415     Document Type: Article

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