Selección de un modelo auto-regresivo optimo utilizando un diccionario de funciones base
DOI:
https://doi.org/10.22517/23447214.537Abstract
El modelamiento de series temporales es una de las tareas más importantes en ingeniería; una vez elegida una clase de modelos, el ingeniero debe determinar unos parámetros que dependen de la clase de modelo elegido y de la señal. Cuando se eligen modelos Autorregresivos, los parámetros a determinar son el orden del modelo y las constantes asociadas. Actualmente existen varios algoritmos para determinar dichos parámetros. En el presente documento se demuestra que algunos de estos algoritmos fallan en situaciones sencillas donde algunas constantes del modelo son iguales a cero, y se presenta una nueva metodología, la cual es robusta ante esta clase de situaciones.Downloads
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