Context dependent ARMA modeling

A. Shmilovici, I. Ben-Gal

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

Abstract

In this research we propose to extend the use of Risannen's "tree source" - A relative of the Partial Hidden Markov Model - To continuos signals. While the original algorithm is dedicated to modeling the context in which each symbol can occur in a discrete symbol space, we propose to match a specific ARMA model with each identified context. An example is presented.

Original languageEnglish
Title of host publication21st IEEE Convention of the Electrical and Electronic Engineers in Israel, Proceedings
PublisherInstitute of Electrical and Electronics Engineers
Pages249-252
Number of pages4
ISBN (Electronic)0780358422, 9780780358423
DOIs
StatePublished - 1 Jan 2000
Event21st IEEE Convention of the Electrical and Electronic Engineers in Israel, IEEEI 2000 - Tel-Aviv, Israel
Duration: 11 Apr 200012 Apr 2000

Publication series

Name21st IEEE Convention of the Electrical and Electronic Engineers in Israel, Proceedings

Conference

Conference21st IEEE Convention of the Electrical and Electronic Engineers in Israel, IEEEI 2000
Country/TerritoryIsrael
CityTel-Aviv
Period11/04/0012/04/00

Keywords

  • ARMA modeling
  • Context modeling
  • Hidden markov models

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Fingerprint

Dive into the research topics of 'Context dependent ARMA modeling'. Together they form a unique fingerprint.

Cite this