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Abstract:
Stationarity is fundamental for time-series modeling and prediction. In this article, we focus on the radial basis function network-based autoregressive (RBF-AR) models which have been widely used in practical applications. Compared to previous work, we give a less-restrictive sufficient condition for the asymptotic stationarity of the RBF-AR model. The parameter estimation of the RBF-AR model is converted to the optimization of a variable projection functional with constraints of stationarity to always derive a stationary model. The constrained evolutionary algorithm is used to solve the optimization problem. Numerical results demonstrate the effectiveness of the proposed method.
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Source :
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
ISSN: 2168-2216
Year: 2022
Issue: 3
Volume: 52
Page: 1882-1890
8 . 7
JCR@2022
8 . 6 0 0
JCR@2023
ESI Discipline: ENGINEERING;
ESI HC Threshold:66
JCR Journal Grade:1
CAS Journal Grade:1
Cited Count:
WoS CC Cited Count: 6
SCOPUS Cited Count: 6
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
Affiliated Colleges: