High-dimensional ARMA model identification and its application to healthcare picture smoothing using a forgetting factor
Description
In this paper a set of formulations of an N-dimensional (ND) autoregressive-moving average (ARMA) model identification method, and a two-dimensional (2D) forgetting factor approach in time-series modelling, is developed. An optimum estimation and prediction approach in healthcare picture smoothing based on a 2D ARMA modelling, has been implemented; and satisfactory results have been obtained. Our approach indicates the desirability of accurate statistical modelling of high-dimensional or...[Show more]
Collections | ANU Research Publications |
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Date published: | 2010 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/53284 |
Source: | Applied Mathematical Sciences |
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File | Description | Size | Format | Image |
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01_Penm_High-dimensional_ARMA_model_2010.pdf | 156.45 kB | Adobe PDF | Request a copy | |
02_Penm_High-dimensional_ARMA_model_2010.pdf | 67.66 kB | Adobe PDF | Request a copy |
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