The autoregressive-model tag has no wiki summary.
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What are Autoregressive Coefficients?
Can anyone explain what are Autoregressive Coefficients? What is their meaning that is.
Consider a method:
public double[] calculateARCoefficients(double[] inputseries, int order)
When this method ...
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0answers
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Help in Identifying a model
I have some issues in the model representation
If the equation is in the form of $y(t) = x(t)+ ay(t-1)+by(t-2)$ then is this representing a Moving Average or ARMA model or ARMA with exogeneous ...
3
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1answer
62 views
How to perform model fitting for system identification
I am having a really hard time in understanding how to formulate a model say linear AR model to represent a communication channel or maybe any motion. I have the experimental data representing the ...
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51 views
How to estimate an auto-regressive model?
Given a periodic impulse train and it's impulse response, how is an auto-regressive model of this system computed or estimated?
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2answers
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Different state-space representations for Auto-Regression and Kalman filter
I see that there are different ways to write an AR model into a state-space representation, so that we can apply Kalman filter to estimate the signal. See Example 1, 2 and 3 here.
I wonder what ...
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1answer
581 views
How to decide whether to use AR or MA for smoothing data?
Imagine I've got some offline data that I want to smooth. I could use an auto-regressive or moving-average filter of some appropriate order for conducting the smoothing. On which criteria should I ...
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1answer
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Why does over-modelling an adaptive AR NLMS filter fix sharp spikes?
I just simulated an auto-regressive second-order model fueled by white noise and estimated the parameters with normalized least-mean-square filters of orders 1-4.
As the first-order filter ...
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2answers
108 views
What input to use for an AR model of a vowel sound?
I've recorded a 2-sec pronunciation of a vowel sound. The first 0.12 or so seconds of the signal are shown below.
Now, I've constructed an auto-regressive (AR) 8th-order model to compress this ...
