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dc.contributor.authorKarakuş, Oktay-
dc.contributor.authorKuruoğlu, Ercan E.-
dc.contributor.authorAltınkaya, Mustafa Aziz-
dc.description25th European Signal Processing Conference (EUSIPCO) -- AUG 28-SEP 02, 2017 -- GREECEen_US
dc.descriptionKarakus, Oktay/0000-0001-8009-9319; Altinkaya, Mustafa A/0000-0001-8048-5850en_US
dc.descriptionWOS: 000426986000415en_US
dc.description.abstractMany prediction studies using real life measurements such as wind speed, power, electricity load and rainfall utilize linear autoregressive moving average (ARMA) based models due to their simplicity and general character. However, most of the real life applications exhibit nonlinear character and modelling them with linear time series may become problematic. Among nonlinear ARMA models, polynomial ARMA (PARMA) models belong to the class of linear-in-the-parameters. In this paper, we propose a reversible jump Markov chain Monte Carlo (RJMCMC) based complete model estimation method which estimates PARMA models with all their parameters including the nonlinearity degree. The proposed method is unique in the manner of estimating the nonlinearity degree and all other model orders and model coefficients at the same time. Moreover, in this paper, RJMCMC has been examined in an anomalous way by performing transitions between linear and nonlinear model spaces.en_US
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en_US
dc.relation.ispartof2017 25th European Signal Processing Conference, EUSIPCO 2017en_US
dc.relation.ispartofseriesEuropean Signal Processing Conference-
dc.titleNon near model selection for PARMA processes using RJMCMCen_US
dc.typeConference Objecten_US
dc.departmentIzmir Institute of Technology. Electronics and Communication Engineeringen_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.cont.department-temp[Karakus, Oktay; Altinkaya, Mustafa A.] Izmir Inst Technol, Elect Elect Engn, Izmir, Turkey; [Kuruoglu, Ercan E.] ISTI CNR, Via G Moruzzi 1, I-56124 Pisa, Italyen_US
item.openairetypeConference Object-
item.fulltextNo Fulltext-
item.grantfulltextnone- of Electrical and Electonics Engineering-
Appears in Collections:WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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