Context dependent ARMA modeling

A. Shmilovici*, I. Ben-Gal

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this research we propose to extend the use of Risannen's "tree source" - A relative of the Partial Hidden Markov Model - To continuos signals. While the original algorithm is dedicated to modeling the context in which each symbol can occur in a discrete symbol space, we propose to match a specific ARMA model with each identified context. An example is presented.

Original languageEnglish
Title of host publication21st IEEE Convention of the Electrical and Electronic Engineers in Israel, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages249-252
Number of pages4
ISBN (Electronic)0780358422, 9780780358423
DOIs
StatePublished - 2000
Event21st IEEE Convention of the Electrical and Electronic Engineers in Israel, IEEEI 2000 - Tel-Aviv, Israel
Duration: 11 Apr 200012 Apr 2000

Publication series

Name21st IEEE Convention of the Electrical and Electronic Engineers in Israel, Proceedings

Conference

Conference21st IEEE Convention of the Electrical and Electronic Engineers in Israel, IEEEI 2000
Country/TerritoryIsrael
CityTel-Aviv
Period11/04/0012/04/00

Keywords

  • ARMA modeling
  • Context modeling
  • Hidden markov models

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