Methodology for Stochastic Modeling.
ARMY MATERIEL SYSTEMS ANALYSIS ACTIVITY ABERDEEN PROVING GROUND MD
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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
- Statistics and Probability