Presentation is loading. Please wait.

Presentation is loading. Please wait.

Transfer function model.

Similar presentations


Presentation on theme: "Transfer function model."— Presentation transcript:

1 Transfer function model.
Y(t) =  + u a(t-u) X(u) + (t) dZY() = A() dZX() + dZ( ) Y(t) =  exp{it}dZY() Gas furnace data - Box & Jenkins Sampling interval 9 sec., observations for 296 pairs of data points X: 0.60 of input (input gas rate in cuft/min) Y: % CO2 in outlet gas

2

3

4

5 Time side inference. Comparing alternate models. Supose there are J AICj = -2 log L(Ĝj ) + 2 sj sj is the number of paremeters in Gj There is also BICj = -2 log L(Ĝj ) + sj log nj Fundamental contributions of statistics

6

7 bootstrap-like


Download ppt "Transfer function model."

Similar presentations


Ads by Google