Show simple item record

dc.contributor.authorRatchagit, Manlika
dc.contributor.authorWiwatanapataphee, Benchawan
dc.contributor.authorDokuchaev, Nikolai
dc.date.accessioned2020-05-18T03:03:11Z
dc.date.available2020-05-18T03:03:11Z
dc.date.issued2020
dc.identifier.citationRatchagit, M. and Wiwatanapataphee, B. and Dokuchaev, N. 2020. The m-delay Autoregressive Model with Application. CMES - Computer Modeling in Engineering and Sciences. 122 (2): pp. 487-504.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/79257
dc.identifier.doi10.32604/cmes.2020.08865
dc.description.abstract

The classical autoregressive (AR) model has been widely applied to predict future data using m past observations over five decades. As the classical AR model required m unknown parameters, this paper implements the AR model by reducing m parameters to two parameters to obtain a new model with an optimal delay called as the m-delay AR model. We derive the m-delay AR formula for approximating two unknown parameters based on the least squares method and develop an algorithm to determine optimal delay based on a brute-force technique. The performance of the m-delay AR model was tested by comparing with the classical AR model. The results, obtained from Monte Carlo simulation using the monthly mean minimum temperature in Perth Western Australia from the Bureau of Meteorology, are no significant difference compared to those obtained from the classical AR model. This confirms that the m-delay AR model is an effective model for time series analysis.

dc.languageEnglish
dc.publisherTech Science Press
dc.relation.urihttps://www.techscience.com/CMES/v122n2/38310
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectScience & Technology
dc.subjectTechnology
dc.subjectPhysical Sciences
dc.subjectEngineering, Multidisciplinary
dc.subjectMathematics, Interdisciplinary Applications
dc.subjectEngineering
dc.subjectMathematics
dc.subjectDelay autoregressive model
dc.subjectleast squares method
dc.subjectbrute-force technique
dc.subjectORDER SELECTION
dc.subjectSERIES
dc.subjectCRITERIA
dc.titleThe m-delay Autoregressive Model with Application
dc.typeJournal Article
dcterms.source.volume122
dcterms.source.number2
dcterms.source.startPage487
dcterms.source.endPage504
dcterms.source.titleCMES - Computer Modeling in Engineering and Sciences
dc.date.updated2020-05-18T03:03:11Z
curtin.departmentSchool of Electrical Engineering, Computing and Mathematical Sciences (EECMS)
curtin.accessStatusOpen access via publisher
curtin.facultyFaculty of Science and Engineering
curtin.contributor.orcidWiwatanapataphee, Benchawan [0000-0003-1875-6984]
curtin.contributor.orcidDokuchaev, Nikolai [0000-0002-9951-8904]
curtin.contributor.orcidRatchagit, Manlika [0000-0001-8600-5387]
curtin.contributor.researcheridWiwatanapataphee, Benchawan [E-5421-2010]
dcterms.source.eissn1526-1506
curtin.contributor.scopusauthoridWiwatanapataphee, Benchawan [6508175775]
curtin.contributor.scopusauthoridDokuchaev, Nikolai [55883198000]


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record

http://creativecommons.org/licenses/by-nc-nd/4.0/
Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0/