Accession Number:

ADA158851

Title:

Methodology for Stochastic Modeling.

Descriptive Note:

Technical rept.,

Corporate Author:

ARMY MATERIEL SYSTEMS ANALYSIS ACTIVITY ABERDEEN PROVING GROUND MD

Personal Author(s):

Report Date:

1985-01-01

Pagination or Media Count:

43.0

Abstract:

The requirement to develop stochastic mathematical models arises across the whole range of engineering and applied research where observations are made of a physical process, corrupted by noise, and it is desired to determine the underlying nature, either in time or frequency, of the observed phenomenon. This paper presents some of the current approaches in stochastic modeling, including adaptive autoregressive models, which have been found to be useful in this area. Additional keywords Covariance Moving average Box Jenkins method. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE