摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide a forecasting method by a statistical technique using parameters used in forecasting sales, stock prices, and in furnace temperature control in a factory and so forth, in a system identification means such as the sales forecast, stock price forecast, and forecast on the furnace temperature control. <P>SOLUTION: In an ARMAX model of (p, q)th order, an AR parameter estimation is made using third cumulant making use of the fact that the cumulant of third or higher order becomes zero when probability variable follows the normal distribution. An MAX parameter is estimated using mutual correlations and using a priori knowledge from structural presupposition of a model. A robust parameter estimation is carried out that converges even in the case that converging was previously difficult. <P>COPYRIGHT: (C)2007,JPO&INPIT</p> |