English(EN) On the Spectral Estimation of VARMA Processes

揭示VARMA谱密度估计新方法

作者 PulseAugur 编辑部 · [1 个来源] · 2026-11-11 05:00

本文介绍了一种估计向量自回归移动平均（VARMA）过程功率谱密度的新矩问题。与需要固定或标量移动平均分量的现有方法不同，这种新方法利用输运熵来学习谱密度，不受这些限制。所提出的方法扩展了可以寻求最优谱密度的ARMA模型类别。 AI

影响这项研究可能带来改进的时间序列数据分析方法，对依赖此类数据进行预测或模式识别的人工智能模型产生影响。

排序理由该集群包含一篇关于统计方法的学术论文。[lever_c_demoted from research: ic=1 ai=0.7]

AI 生成摘要 · Google Gemini · 来自 1 个来源。我们如何撰写摘要 →

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arXiv cs.LG TIER_1 English(EN) · Bin Zhu, Mattia Zorzi · 2026-11-11 05:00

VARMA过程的谱估计

arXiv:2611.13973v1 Announce Type: cross Abstract: We consider the problem of estimating the power spectral density of a Vector-valued Autoregressive Moving-Average (VARMA) process. A well-established approach to accomplishing this task consists of formulating a moment problem tha…