A review of DAN2 model
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...
| Autor Principal: | Velasquez Henao, Juan David |
|---|---|
| Otros Autores: | Franco Cardona, Carlos Jaime, Olaya Morales, Yris |
| Formato: | info:eu-repo/semantics/article |
| Idioma: | spa |
| Publicado: |
Pontificia Universidad Javeriana
2012
|
| Acceso en línea: |
http://revistas.javeriana.edu.co/index.php/iyu/article/view/1444 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| Sumario: |
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. |
|---|