Notice of Retraction: Mixture Periodic Autoregressive Moving Average model with application to PM10 concentrations

Huizhan Wang Huizhan Wang,Fangan Deng Fangan Deng

doi:10.1109/iccasm.2010.5622419

Notice of Retraction: Mixture Periodic Autoregressive Moving Average model with application to PM10 concentrations

Huizhan Wang Huizhan Wang, Fangan Deng Fangan Deng

https://doi.org/10.1109/iccasm.2010.5622419

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Publication Date: Oct 1, 2010

Citations: 4

Affiliation: Shaanxi University of Technology

#Periodic Autoregressive Moving Average Model #Autoregressive Moving Average + Show 8 more

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Abstract

We generalize the Mixture Periodic Autoregressive (MPAR) model introduced by Shao to the Mixture Periodic Autoregressive Moving Average (MPARMA) model for the modelling nonlinear time series. The stationarity is derived. The estimation is done via EM algorithm and the model selection criterion is given. The model is illustrated by analyzing the particulate matter concentrations in Cleveland, OH.

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