| contributor author | M. Hasegawa | |
| contributor author | J. C. Liu | |
| contributor author | K. Okuda | |
| contributor author | M. Nunobiki | |
| date accessioned | 2017-05-08T23:50:45Z | |
| date available | 2017-05-08T23:50:45Z | |
| date copyright | November, 1996 | |
| date issued | 1996 | |
| identifier issn | 1087-1357 | |
| identifier other | JMSEFK-27286#677_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/117285 | |
| description abstract | This paper discusses the fractal characteristics of the autoregressive moving average (ARMA) model, which has been considered as one of the useful approaches for investigating the random engineering phenomena. Firstly, the fractal characteristic of the ARMA model is proven using the variation method. Then, based on this result, the relationships between the fractal dimensions of the AR (1), the AR (2) and the ARMA (2,1) models and autoregressive and moving average parameters of these models are illustrated quantitatively by using the multiple regression analysis. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | A Study on Fractal Characteristics of ARMA Model | |
| type | Journal Paper | |
| journal volume | 118 | |
| journal issue | 4 | |
| journal title | Journal of Manufacturing Science and Engineering | |
| identifier doi | 10.1115/1.2831087 | |
| journal fristpage | 677 | |
| journal lastpage | 680 | |
| identifier eissn | 1528-8935 | |
| keywords | Fractals | |
| keywords | Regression analysis AND Dimensions | |
| tree | Journal of Manufacturing Science and Engineering:;1996:;volume( 118 ):;issue: 004 | |
| contenttype | Fulltext | |
