Minimum Mismatch Modeling (3M) Hyperparameter Selection in Autoregressive Moving Average (ARMA) Modeling
Hyperparameters of Autoregressive Moving Average (ARMA) modeling are the number of AR coefficients and the number of MA coefficients. The hyperparameter selection (HS) in ARMA modeling plays a critical role and can dominate the coefficient (parameter) estimation process. This work provides a novel m...
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| Main Authors: | Soosan Beheshti, Vedant Bommanahally |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
|
| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11091305/ |
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