Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling
文献类型：期刊论文
| 作者 | Chen, Guang-Yong1,2,6; Gan, Min1,2,6; Chen, C. L. Philip4,5; Li, Han-Xiong3 |
| 刊名 | IEEE TRANSACTIONS ON CYBERNETICS
 |
| 出版日期 | 2021-02-01 |
| 卷号 | 51期号:2页码:614-623 |
| 关键词 | Model building nonlinear least squares (NLLS) parameter estimation system modeling time series |
| ISSN号 | 2168-2267 |
| DOI | 10.1109/TCYB.2019.2900469 |
| 通讯作者 | Gan, Min(cgykeda@mail.ustc.edu.cn) |
| 英文摘要 | We propose, in this paper, a framework for time series and nonlinear system modeling, called the basis function matrix-based flexible coefficient autoregressive (BFM-FCAR) model. It has very flexible nonlinear structure. We show that many famous nonlinear time series models can be derived under this framework by choosing the proper basis function matrices. Some probabilistic properties (the conditions of geometrical ergodicity) of the BFM-FCAR model are investigated. Taking advantage of the model structure, we present an efficient parameter estimation algorithm for the proposed framework by using the variable projection method. Finally, we show how new models are generated from the proposed framework. |
| 资助项目 | National Nature Science Foundation of China[61673155] ; National Nature Science Foundation of China[61751202] ; National Nature Science Foundation of China[U1813203] ; National Nature Science Foundation of China[61572540] ; Technology Innovation Platform Project of Fujian Province[2014H2005] |
| WOS研究方向 | Automation & Control Systems ; Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000608690900012 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 资助机构 | National Nature Science Foundation of China ; Technology Innovation Platform Project of Fujian Province |
| 源URL | [http://ir.ia.ac.cn/handle/173211/42909]  |
| 专题 | 自动化研究所_复杂系统管理与控制国家重点实验室 |
| 通讯作者 | Gan, Min |
| 作者单位 | 1.Fuzhou Univ, Fujian Prov Key Lab Network Comp & Intelligent In, Fuzhou 350116, Peoples R China 2.Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350116, Peoples R China 3.City Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Peoples R China 4.Univ Macau, Fac Sci & Technol, Macau 99999, Peoples R China 5.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100080, Peoples R China 6.Minist Educ, Key Lab Spatial Data Min & Informat Sharing, Fuzhou 350116, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Guang-Yong,Gan, Min,Chen, C. L. Philip,et al. Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling[J]. IEEE TRANSACTIONS ON CYBERNETICS,2021,51(2):614-623. |
| APA | Chen, Guang-Yong,Gan, Min,Chen, C. L. Philip,&Li, Han-Xiong.(2021).Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling.IEEE TRANSACTIONS ON CYBERNETICS,51(2),614-623. |
| MLA | Chen, Guang-Yong,et al."Basis Function Matrix-Based Flexible Coefficient Autoregressive Models: A Framework for Time Series and Nonlinear System Modeling".IEEE TRANSACTIONS ON CYBERNETICS 51.2(2021):614-623. |
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来源：自动化研究所
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