Solution for a time-series AR model based on robust TLS estimation
We discuss an algorithm for the autoregression (AR) model as a typical time-series model. By analyzing the structure of the AR model, we highlight the shortcomings of traditional algorithms for model parameter estimation and propose an approach to overcome the shortcomings of traditional solutions f...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
|
| Series: | Geomatics, Natural Hazards & Risk |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/19475705.2018.1544595 |