Column Multi-Collinearity Parameters Estimation of Design Matrix in the Multivariate Time Series Mixed Model

摘要：

In this paper, a new parameters estimation method is proposed based on the ill-condition separation method and the alternating iterative projection algorithm for the problem of column multi-collinearity of design matrix in the multiple regression and multivariate time series mixed models. Furthermore, the parameters estimation is improved according to the character of model. Therefore, the improved estimated parameters have better character.

作者: Zhongcheng Zhang Cheng Wang

作者单位: College of Math. and Information Sciences Huanggang Normal University Hubei,438000,China

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）