Please use this identifier to cite or link to this item: https://hdl.handle.net/11147/7899
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dc.contributor.authorKarakuş, Oktaytr
dc.contributor.authorKuruoğlu, Ercan Engintr
dc.contributor.authorAltınkaya, Mustafa Aziztr
dc.date.accessioned2020-07-18T03:35:21Z-
dc.date.available2020-07-18T03:35:21Z-
dc.date.issued2017-
dc.identifier.isbn9780992862671-
dc.identifier.urihttps://doi.org/10.23919/EUSIPCO.2017.8081571-
dc.identifier.urihttps://hdl.handle.net/11147/7899-
dc.description25th European Signal Processing Conference, EUSIPCO 2017 -- 28 August 2017 through 2 September 2017en_US
dc.description.abstractMany prediction studies using real life measure-ments such as wind speed, power, electricity load and rain-fall utilize linear autoregressive moving average (ARMA) based models due to their simplicity and general character. However, most of the real life applications exhibit nonlinear character and modelling them with linear time series may become problematic. Among nonlinear ARMA models, polynomial ARMA (PARMA) models belong to the class of linear-in-the-parameters. In this paper, we propose a reversible jump Markov chain Monte Carlo (RJMCMC) based complete model estimation method which estimates PARMA models with all their parameters including the nonlinearity degree. The proposed method is unique in the manner of estimating the nonlinearity degree and all other model orders and model coefficients at the same time. Moreover, in this paper, RJMCMC has been examined in an anomalous way by performing transitions between linear and nonlinear model spaces. © EURASIP 2017.en_US
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.relation.ispartof25th European Signal Processing Conference, EUSIPCO 2017en_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.titleNonlinear model selection for PARMA processes using RJMCMCen_US
dc.typeConference Objecten_US
dc.institutionauthorKarakuş, Oktaytr
dc.institutionauthorAltınkaya, Mustafa Aziztr
dc.departmentİzmir Institute of Technology. Electrical and Electronics Engineeringen_US
dc.identifier.volume2017-Januaryen_US
dc.identifier.startpage2056en_US
dc.identifier.endpage2060en_US
dc.identifier.wosWOS:000426986000415-
dc.identifier.scopus2-s2.0-85041475372en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıtr
dc.identifier.doi10.23919/EUSIPCO.2017.8081571-
dc.relation.doi10.23919/EUSIPCO.2017.8081571en_US
dc.coverage.doi10.23919/EUSIPCO.2017.8081571en_US
item.fulltextWith Fulltext-
item.cerifentitytypePublications-
item.languageiso639-1en-
item.grantfulltextopen-
item.openairetypeConference Object-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.dept03.05. Department of Electrical and Electronics Engineering-
Appears in Collections:Electrical - Electronic Engineering / Elektrik - Elektronik Mühendisliği
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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