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Skocz do pozycji: 1.

Tytuł:: Least-squares estimation for a long-horizon performance index
Autorzy:: Janiszowski, K. B.
Powiązania:: https://bibliotekanauki.pl/articles/911215.pdf
Data publikacji:: 2000
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: identyfikacja
estymacja metodą najmniejszych kwadratów
przewidywanie
identification
least squares estimation
prediction
recursive scheme
Opis:: Estimation of a parametric, discrete-time model for a SISO dynamic plant, derived for minimisation of a performance index determined as a sum of squared prediction errors within some time horizon is considered. A formula for a Long-Horizon Least-Squares (LHLS) off-line solution as well as a theorem for an LHLS recursive on-line scheme are derived. The LHLS scheme reveals some features of Least-Squares (LS) estimation and Instrumental-Variable (IV) estimation. An algorithm for the on-line LHLS scheme is presented and compared with LS and IV estimation schemes for a linear, second-order system. The fast convergence of the derived LHLS on-line scheme is demonstrated in the case of detecting changes in parameters of a non-stationary system.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2000, 10, 3; 559-573
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On parameter estimation in the bass model by nonlinear least squares fitting the adoption curve
Autorzy:: Marković, D.
Jukić, D.
Powiązania:: https://bibliotekanauki.pl/articles/331073.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: Bass model
least squares estimate
existence problem
data fitting
model Bassa
metoda najmniejszych kwadratów
estymacja
dopasowanie danych
Opis:: The Bass model is one of the most well-known and widely used first-purchase diffusion models in marketing research. Estimation of its parameters has been approached in the literature by various techniques. In this paper, we consider the parameter estimation approach for the Bass model based on nonlinear weighted least squares fitting of its derivative known as the adoption curve. We show that it is possible that the least squares estimate does not exist. As a main result, two theorems on the existence of the least squares estimate are obtained, as well as their generalization in the [...]. One of them gives necessary and sufficient conditions which guarantee the existence of the least squares estimate. Several illustrative numerical examples are given to support the theoretical work.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2013, 23, 1; 145-155
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

Artykuł

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