Study on the Application of Gevers-Wouters Algorithm to Data Modeling
Tao Feng · 2003
The modern time series analysis is another method to solve the optimal filtering problem, the basic analysis method of which is the ARMA new information model. While to build the model can be turned into the problem of computing the parameters of a MA model. This paper mainly studies the method that directly and uniformly use the G-W algorithm to decide the parameters of the model.