EconPapers    
Economics at your fingertips  
 

Clustering Input Signals Based Identification Algorithms for Two-Input Single-Output Models with Autoregressive Moving Average Noises

Khalid Hag elamin

Complexity, 2020, vol. 2020, 1-12

Abstract:

This study focused on the identification problems of two-input single-output system with moving average noises based on unsupervised learning methods applied to the input signals. The input signal to the autoregressive moving average model is proposed to be arriving from a source with continuous technical and environmental changes as two separate featured input signals. These two input signals were grouped in a number of clusters using the K -means clustering algorithm. The clustered input signals were supplied to the model in an orderly fashion from cluster-1 up to cluster- K . To ensure that the output signal can be best predicted from the input signal which in turn leads to selecting good enough model for its intended use, the magnitude-squared coherence (MSC) measure is applied to the input/output signals in the cases of clustered and nonclustered inputs, which indicates best correlation coefficient when measured with clustered inputs. From collected input-output signals, we deduce a K -means clustering based recursive least squares method for estimating the parameter of autoregressive moving average system. The simulation results indicate that the suggested method is effective.

Date: 2020
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/8503/2020/2498487.pdf (application/pdf)
http://downloads.hindawi.com/journals/8503/2020/2498487.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:2498487

DOI: 10.1155/2020/2498487

Access Statistics for this article

More articles in Complexity from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-31
Handle: RePEc:hin:complx:2498487