Specification of mixed bilinear time series models

Kuldeep Kumar, Ping Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-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 languageEnglish
Title of host publication2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015
PublisherIEEE, Institute of Electrical and Electronics Engineers
Pages670-673
Number of pages4
ISBN (Electronic)9781479959914
DOIs
Publication statusPublished - 24 Apr 2015
Event2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015 - Noida, Noida, India
Duration: 19 Feb 201520 Feb 2015

Conference

Conference2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015
CountryIndia
CityNoida
Period19/02/1520/02/15

Fingerprint

Time series
Specifications
Information science
Control theory
Signal processing

Cite this

Kumar, K., & Zhang, P. (2015). Specification of mixed bilinear time series models. In 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015 (pp. 670-673). [7095269] IEEE, Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/SPIN.2015.7095269
Kumar, Kuldeep ; Zhang, Ping. / Specification of mixed bilinear time series models. 2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015. IEEE, Institute of Electrical and Electronics Engineers, 2015. pp. 670-673
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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

Specification of mixed bilinear time series models. / Kumar, Kuldeep; Zhang, Ping.

2nd International Conference on Signal Processing and Integrated Networks, SPIN 2015. IEEE, Institute of Electrical and Electronics Engineers, 2015. p. 670-673 7095269.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

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