Lattice Algorithms for Order Determination of AR, ARMA Models By PLS

PLS를 이용한 AR, ARMA 모델의 차수 결정을 위한 격자 알고리즘

In this paper, a new method for determining the order of AR, ARMA processes based on PLS (predictive least square) principle is proposed, This method using modified lattice algorithm which has additional step is amenable to on-line or adaptive operation and is more accurate than any other mpthod. Some computer simulations are presented to show the efficiency of the proposed algorithms.