Specification of mixed bilinear time series models

Kuldeep Kumar; Ping Zhang

doi:10.1109/SPIN.2015.7095269

Specification of mixed bilinear time series models

Kuldeep Kumar, Ping Zhang

Centre for Data Analytics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Abstract

Bilinear models are widely used in signal processing, control theory and in many other information sciences. Although, it is easy to specify simple bilinear time series models using Kumar's third order moment approach, little work has been done on the specification of mixed bilinear time series models. This paper considers a new class of time series combining Autoregressive Moving Average (ARMA) and bilinear models. Further, we propose a method for specification of such mixed bilinear time series models based on Pade's approximation and third order moments.

Original language	English
Title of host publication	2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015
Publisher	IEEE, Institute of Electrical and Electronics Engineers
Pages	670-673
Number of pages	4
ISBN (Electronic)	9781479959914
DOIs	https://doi.org/10.1109/SPIN.2015.7095269
Publication status	Published - 24 Apr 2015
Event	2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015 - Noida, Noida, India Duration: 19 Feb 2015 → 20 Feb 2015

Conference

Conference	2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015
Country/Territory	India
City	Noida
Period	19/02/15 → 20/02/15

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10.1109/SPIN.2015.7095269

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title = "Specification of mixed bilinear time series models",

abstract = "Bilinear models are widely used in signal processing, control theory and in many other information sciences. Although, it is easy to specify simple bilinear time series models using Kumar's third order moment approach, little work has been done on the specification of mixed bilinear time series models. This paper considers a new class of time series combining Autoregressive Moving Average (ARMA) and bilinear models. Further, we propose a method for specification of such mixed bilinear time series models based on Pade's approximation and third order moments.",

author = "Kuldeep Kumar and Ping Zhang",

year = "2015",

month = apr,

day = "24",

doi = "10.1109/SPIN.2015.7095269",

language = "English",

pages = "670--673",

booktitle = "2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015",

publisher = "IEEE, Institute of Electrical and Electronics Engineers",

address = "United States",

note = "2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015 ; Conference date: 19-02-2015 Through 20-02-2015",

}

Kumar, K & Zhang, P 2015, Specification of mixed bilinear time series models. in 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015., 7095269, IEEE, Institute of Electrical and Electronics Engineers, pp. 670-673, 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015, Noida, India, 19/02/15. https://doi.org/10.1109/SPIN.2015.7095269

TY - GEN

T1 - Specification of mixed bilinear time series models

AU - Kumar, Kuldeep

AU - Zhang, Ping

PY - 2015/4/24

Y1 - 2015/4/24

N2 - Bilinear models are widely used in signal processing, control theory and in many other information sciences. Although, it is easy to specify simple bilinear time series models using Kumar's third order moment approach, little work has been done on the specification of mixed bilinear time series models. This paper considers a new class of time series combining Autoregressive Moving Average (ARMA) and bilinear models. Further, we propose a method for specification of such mixed bilinear time series models based on Pade's approximation and third order moments.

AB - Bilinear models are widely used in signal processing, control theory and in many other information sciences. Although, it is easy to specify simple bilinear time series models using Kumar's third order moment approach, little work has been done on the specification of mixed bilinear time series models. This paper considers a new class of time series combining Autoregressive Moving Average (ARMA) and bilinear models. Further, we propose a method for specification of such mixed bilinear time series models based on Pade's approximation and third order moments.

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DO - 10.1109/SPIN.2015.7095269

M3 - Conference contribution

AN - SCOPUS:84947257395

SP - 670

EP - 673

BT - 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015

PB - IEEE, Institute of Electrical and Electronics Engineers

T2 - 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015

Y2 - 19 February 2015 through 20 February 2015

ER -

Specification of mixed bilinear time series models

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