Change search
ReferencesLink to record
Permanent link

Direct link
Modeling of Periodic Time Series by Bilateral ARMA Representations
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0002-2681-8383
2014 (English)In: INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014), 2014, 861-865 p.Conference paper (Refereed)
Abstract [en]

In this extended abstract for an oral presentation we describe a moment-based approach to modeling of stationary, periodic time series from a finite sequence of covariance lags. We present a complete parameterization of a family of solutions and a convex optimization procedure to determine each solution, which is seen to be represented as a bilateral ARMA model.

Place, publisher, year, edition, pages
2014. 861-865 p.
Keyword [en]
periodic stationary time series, bilateral ARMA models, moment problems, convex optimization
National Category
URN: urn:nbn:se:kth:diva-173302ISI: 000359136600097ISBN: 978-84-15814-97-9OAI: diva2:852499
1st International Work-Conference on Time Series (ITISE), JUN 25-27, 2014, Granada, SPAIN

QC 20150909

Available from: 2015-09-09 Created: 2015-09-09 Last updated: 2015-09-09Bibliographically approved

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Lindquist, AndersPicci, Giorgio
By organisation
Optimization and Systems Theory

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 5 hits
ReferencesLink to record
Permanent link

Direct link