How to improve ARMA modeling ?

조회 수: 4 (최근 30일)
Kenny Callegari
Kenny Callegari 2019년 8월 8일
댓글: Kenny Callegari 2019년 8월 8일
I’m currently modeling a time-series using ARMA model. I am using armax(my_signal,[2 2]).
It fits really well on high frequency but not really well on low frequency (I compared it to the signal using PSD and Allan variance).
Is there an option in armax function (or maybe another solution) for my ARMA model to focus on fitting low frequency well (even if that means fitting badly on high frequency)
Thank you all !

이 질문에 답변하려면 로그인하십시오.

답변 (0개)

카테고리

Help Center 및 File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by