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Changes between Version 11 and Version 12 of Ticket #664


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Timestamp:
Mar 25, 2009, 7:08:32 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #664 – Description

    v11 v12  
    3030 1. ARIMA noise for current system becomes simply [[BR]][[LatexEquation(z^{*}_t = \frac{\theta\left(B\right)}{\phi\left(B\right)} e^{*}_t $$)]]
    3131 1. In order to get the refined candidate, we will take minimum residuals solution of sparse linear system  [[BR]][[LatexEquation(X \beta = Y-z^{*} $$)]]
    32  1. In order to calculate its exact density, it will be obtained the ARIMA noise [[BR]][[LatexEquation(z = Y - X \beta $$)]] to get standarized residuals from ARIMA equations.
     32 1. In order to calculate its exact density, it will be obtained the ARIMA noise [[BR]][[LatexEquation(z = Y - X \beta $$)]] [[BR]] to get standarized residuals from ARIMA equations.
    3333 1. If resulting vector doesn't match constraining inequations [[BR]] [[LatexEquation(A \beta <= a $$)]][[BR]] density will be toggled to [[LatexEquation(-\infty $$)]] in order to force rejection.
    3434