A review of DAN2 model
Date
2012-03-16Publisher
Pontificia Universidad Javeriana
Type
Artículo de revista
ISSN
2011-2769
0123-2126
COAR
Artículo de revistaShare this record
Citación
Metadata
Show full item recordResumen
In this paper we prove that the original DAN2 model can be rewritten as an additive model. We show that our formulation has several advantages: first, it reduces the total number of parameters to estimate; second, it allows estimating all the linear parameters using ordinary least squares or ridge regression; and, finally, it improves the search for the global minimum of the error function used to estimate the model parameters. To assess the effectiveness of our approach, we estimate two models for one of the time series used as a benchmark when the original DAN2 model was proposed. The results indicate that our approach is able to find models with similar or better accuracy than the original DAN2.
Link to the resource
http://revistas.javeriana.edu.co/index.php/iyu/article/view/1444
Google Analytics Statistics
Collections
- Ingeniería y Universidad [283]