Autoregressive moving average

NARMA Modelling. The NARMA (Non-Linear AutoRegressive Moving Average) model was introduced by Leontaritis and Billings [Leontaritis and Billings, 1985] and defined by ... 

First an ARMA (autoregressive moving average) model will be explained without taking into account trends and seasonal effects in order to get a better understanding of the method. 

Many such sources cannot be understood in great detail, but a generalised approach is that of autoregressive moving average (ARMA) noise. 

AutoRegressive Moving Average model with eXogenous inputs (ARMAX). If the same denominator is used for G and H... 

The d3Tiamic response of e k) can be expressed as an autoregressive moving average (ARMA) model or a moving average (MA) time series model ... 

ARMAX Autoregressive moving average with exogenous inputs... 

Akaike H (1974) Markovian representation of stochastic processes and its application to the analysis of of autoregressive moving average processes. Annals of the Irrstitute of Statistical Matherrratics 26 363 - 387 Aki K, Richards P (1980) Qrrantitative Seismology Theory arrd Methods. Vol. 2 Freerrran WH arrd Corrrpany, New York... 

The autoregressive, moving-average process denoted as ARMA(p, q) is one of the most common times series models that can be used. It has the general form given as... 

Autoregressive, moving-average model, ARMA(p, q) S(z-i) A combination of the MA and AR graphs from which an estimate of the orders can be obtained. ... 

In practice, this method is sufficient to obtain an accurate model of the system. 2. Autoregressive Moving Average Exogenous Model (ARMAX) In this model, the Z)(z ) and F(z ) polynomials are ignored, which gives... 

---