ARMAXAutoregressive Moving Average eXogenous
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ARMAX demonstrates Emirates Glass continuous R&D efforts and commitment to bring out new and advanced glass products that meet the design and build needs of the modern age.
ARX, ARMAX, and BJ have similar performances under the entire tests' performances, even though BJ has a little better fit to estimation data, has lower MSE, and has lower noise variance.
(a) Deciding the optimal model structure (e.g., ARX, ARMAX, and process models) for our purposes.
Shu, "An ARMAX model for forecasting the power output of a grid connected photovoltaic system," Renewable Energy, vol.
Similarly, the ARMAX and BJ structures can be enhanced to handle nonstationary disturbances and are referred to as ARIMAX and BJI, respectively.
We chose the Safari Snorkel, which features an ARMAX Performance Systems design and provides 10 percent more CFM of airflow than competitors, easily exceeding the factory specifications.
The model however employed the autoregression moving average with exogenous inputs (ARMAX) to improve on accuracy, based on the consideration that ARMAX can yield residuals closer to white noise with fewer parameters given the same model order.
In one of these studies Demirci and Er (2007) examined the impact of crude oil price on the current account deficits in Turkey during the period 1991-2006 by using ARMAX, VAR and cointegration analysis and found that there was long run relationship between crude oil price and current account deficit.
Some commonly used identification techniques for linear models include auto-regressive with extra inputs (ARX, [21]), autoregressive moving average (ARMAX, [22]), and Box and Jenkins [23].
They discuss dependent random vectors, recursive parameter estimation, recursive identification for autoregressive and moving average with exogenous input (ARMAX) systems, recursive identification for nonlinear systems, and other problems reducible to parameter estimation.