This paper deals with identification of subset autoregressive time series model. A simulated annealing based on approach for deter min ing the optimal subset of regression terms included in the subset autogressive m...This paper deals with identification of subset autoregressive time series model. A simulated annealing based on approach for deter min ing the optimal subset of regression terms included in the subset autogressive model is introduced. Numerical examples are given to show the effectiveness of the proposed algorithm.展开更多
文摘This paper deals with identification of subset autoregressive time series model. A simulated annealing based on approach for deter min ing the optimal subset of regression terms included in the subset autogressive model is introduced. Numerical examples are given to show the effectiveness of the proposed algorithm.
