ARMAX

AcronymDefinition
ARMAXAutoregressive Moving Average eXogenous
References in periodicals archive ?
Entonces, se tiene que el modelo que se ajusta a los parametros de identificacion y validacion es el modelo ARMAX 2222, que presento un resultado de correlacion y comparacion entre los rangos permitidos de acuerdo al modelo validado.
Third, the regressors applied by X12-ARIMA to control for the Easter effect consist of the same Bell and Hillmer regressors used in ARMAX and SARMAX specifications in this work.
Key words: recursive estimation, ARX models, ARMAX models, forgetting factors
More complex stochastic models such as ARMAX and Box-Jenkins models can also be used in the algorithm.
This equation can also be written modified in ARMAX form as follows:
Consider the stochastic time-varying ARMAX (autoregressive moving average exogenous) model[1,2]:
which is an autoregressive moving average model with exogenous variables (an ARMAX model).
For the Colombian, Ecuadorian, and Venezuelan models, approximately 20 percent of the sixty or more stochastic equations in use at any point in time in each model contained either autoregressive or moving average ARMAX parameters to control for autocorrelated residuals.
Chowdhury, "Mid-term electricity market clearing price forecasting: a hybrid LSSVM and ARMAX approach," International Journal of Electrical Power & Energy Systems, vol.
Por otro lado, Gilbert Anez Cabrera y Maria Scarano Roo, ambas de la Universidad del Zulia, tratan el tema del Modelado Experimental del Nivel de un Tanque de Agua en una Planta Piloto, modelo propuesto a traves de tecnicas de identificacion de sistemas de manera parametrica utilizando estructuras ARMAX, BJ, OE y ARX respectivamente.
Equation 7 shows that the obtained model has ARMAX structure with the orders of the polynomial A, B, C, D, and F are 0, 2, 1, 2, and 2, respectively.