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52(3) >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10466/3445

Title: Simplified Machine Diagnosis Techniques Utilizing System Parameter Distance of ARMA Model
Authors: 竹安, 数博
石井, 康夫
Author's alias: Takeyasu, Kazuhiro
Ishii, Yasuo
Keywords: time series analysis
ARMA model
autocorrelation function
cumulants
diagnosis
Issue Date: 20-Dec-2006
Publisher: 大阪府立大学経済学部
Citation: 大阪府立大學經濟研究. 2006, 52(3), p.1-25
Abstract: In order to make machine diagnosis, the method of calculating Kurtosis or Bicoherence was utilized. Calculating system parameter distance was also utilized applying time series data to Autoregressive (AR) model or Autoregressive Moving Average (ARMA) model. In this paper, simplified calculation method of autocorrelation function is introduced and it is utilized for ARMA model identification. Machine diagnosis can be executed by this simplified calculation method of system parameter distance. Good result are obtained.
URI: http://hdl.handle.net/10466/3445
Appears in Collections:52(3)

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