Construction of variable sampling rate model and its evaluation

  • Published : 1994.10.01

Abstract

We proposed a new variable sampling rate model which expresses the phenomena with both rapid and slow components. A method for determining the variable sampling rate and the older of the time series model was explained. The proposed variable sampling rate model was evaluated based oil an information criterion(AIC). Tile variable sampling rate model brought smaller an information criterion than one of a constant sampling rate model of conventional type, and was proved to be effective as a prediction model of the system with both rapid and slow components.

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