| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0312688 |
| utime |
20240103190446.2 |
| mtime |
20081009235959.9 |
| title
(primary) (eng) |
Partial Forgetting in Autoregression Models |
| specification |
| page_count |
6 s. |
| media_type |
cd-rom |
|
| serial |
| ARLID |
cav_un_epca*0312646 |
| ISBN |
978-961-264-003-3 |
| title
|
Proceedings of the 9th International PhD Workshop on Systems and Control, Young Generation Viewpoint |
| page_num |
1-6 |
| publisher |
| place |
Izola |
| name |
Jozef Stefan Institute |
| year |
2008 |
|
| editor |
| name1 |
Gašperin |
| name2 |
Matej |
|
| editor |
| name1 |
Pregelj |
| name2 |
Boštjan |
|
|
| title
(cze) |
Parciální zapomínání v autoregresních modelech |
| keyword |
autoregression model |
| keyword |
forgetting |
| keyword |
partial forgetting |
| keyword |
estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0242543 |
| name1 |
Dedecius |
| name2 |
Kamil |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The assumption of constant parameters of the autoregression model sometimes fails, as the parameters may vary in time. If the parameters vary slowly, the problem is often solved using various forgetting methods like exponential forgetting, linear forgetting etc. However, most of them work on the model parameters probability density function with one common forgetting rate. In the case of different variability of individual parameters, these methods might fail. The developed partial forgetting method gives a new approach, which solves this problem. It releases individual parameters and allows them to change with different rates. |
| abstract
(cze) |
Parciální zapomínání v autoregresních modelech |
| action |
| ARLID |
cav_un_auth*0242544 |
| name |
9th International PhD Workshop on Systems and Control: A Young Generation Viewpoint |
| place |
Izola |
| dates |
01.10.2008-03.10.2008 |
| country |
SI |
|
| reportyear |
2009 |
| RIV |
BC |
| permalink |
http://hdl.handle.net/11104/0163686 |
| arlyear |
2008 |
| mrcbU63 |
cav_un_epca*0312646 Proceedings of the 9th International PhD Workshop on Systems and Control, Young Generation Viewpoint 978-961-264-003-3 1 6 Izola Jozef Stefan Institute 2008 |
| mrcbU67 |
Gašperin Matej 340 |
| mrcbU67 |
Pregelj Boštjan 340 |
|