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High-dimensional ARMA model identification and its application to healthcare picture smoothing using a forgetting factor

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Penm, Jack HW

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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]

dc.contributor.authorPenm, Jack HW
dc.date.accessioned2015-12-10T22:24:57Z
dc.identifier.issn1312-885X
dc.identifier.urihttp://hdl.handle.net/1885/53284
dc.description.abstractIn 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 periodic digital data.
dc.publisherHikari Ltd
dc.sourceApplied Mathematical Sciences
dc.subjectKeywords: Forgetting factor; N-dimensional ARMA model
dc.titleHigh-dimensional ARMA model identification and its application to healthcare picture smoothing using a forgetting factor
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume4
dc.date.issued2010
local.identifier.absfor010107 - Mathematical Logic, Set Theory, Lattices and Universal Algebra
local.identifier.ariespublicationf2965xPUB270
local.type.statusPublished Version
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue21-24
local.bibliographicCitation.startpage1129
local.bibliographicCitation.lastpage1139
dc.date.updated2016-02-24T08:26:47Z
local.identifier.scopusID2-s2.0-77953342190
CollectionsANU Research Publications

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