The agenda for the subsequent series of articles is to introduce the notion of autocorrelation, AutoCorrelation Function (ACF), Partial AutoCorrelation Function (PACF) , using ACF and PACF in system identification.…

# Tag: ARMA

If a time series data is assumed to be following an Auto-Regressive (AR(N)) model of given form, $$x[n] + a_1 x[n-1] + a_2 x[n-2] + … + a_N x[n-N] =…

As discussed in the previous post, the ARMA model is a generalized model that is a mix of both AR and MA model. Given a signal \(x[n]\), AR model is…

Signal models are used to analyze stationary univariate time series. The goal of signal modeling is to estimate the process from which the desired signal is generated. Though the concept…

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