Share Email Print
cover

Proceedings Paper

An algorithm for parametric modelling of a series of time intervals
Author(s): Krzysztof Kudrynski; Pawel Strumiłło
Format Member Price Non-Member Price
PDF $17.00 $21.00

Paper Abstract

An algorithm for parametric modelling of a specific type of time series, namely a series of time intervals is proposed and discussed in the paper. The necessary preprocessing steps are presented. They include timebase computation, interpolation, re-sampling and, depending on the application, detrending. The proposed approach of parametric modelling is based on autoregressive moving average (ARMA) model. The methods for ARMA model derivation assume that the model orders (the lengths of autoregressive and moving average filters) are known a priori. Since the result is highly sensitive to the order choice, it is necessary to establish rules for proper order selection. The solution to this, often underestimated, problem is also addressed in the article.

Paper Details

Date Published: 5 August 2009
PDF: 7 pages
Proc. SPIE 7502, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2009, 75021F (5 August 2009); doi: 10.1117/12.837821
Show Author Affiliations
Krzysztof Kudrynski, Technical Univ. of Lodz (Poland)
Pawel Strumiłło, Technical Univ. of Lodz (Poland)


Published in SPIE Proceedings Vol. 7502:
Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2009
Ryszard S. Romaniuk; Krzysztof S. Kulpa, Editor(s)

© SPIE. Terms of Use
Back to Top