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Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques

Aibinu, Abiodun Musa and Salami, Momoh Jimoh Eyiomika and Shafie, Amir Akramin and Najeeb, Athaur Rahman (2008) Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques. International Journal of Computer, Electrical, Automation, Control and Information Engineering, 2 (6). pp. 173-178.

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Abstract

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN alsogives accurate in computing the coefficients of an ARMA system.

Item Type: Article (Journal)
Additional Information: 2470/57690
Uncontrolled Keywords: autoregreesive moving average, coefficients, backpropogation, model paramters, neural network, weight
Subjects: T Technology > TK Electrical engineering. Electronics Nuclear engineering
Kulliyyahs/Centres/Divisions/Institutes: Kulliyyah of Engineering > Department of Electrical and Computer Engineering
Depositing User: Br Athaur Rahman Najeeb
Date Deposited: 24 Jul 2017 10:29
Last Modified: 24 Jul 2017 10:29
URI: http://irep.iium.edu.my/id/eprint/57690

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