Abstract
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.
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Zhang, Z. (2009). Alternating Iterative Projection Algorithm of Multivariate Time Series Mixed Models. In: Yu, W., He, H., Zhang, N. (eds) Advances in Neural Networks – ISNN 2009. ISNN 2009. Lecture Notes in Computer Science, vol 5551. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01507-6_73
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DOI: https://doi.org/10.1007/978-3-642-01507-6_73
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01506-9
Online ISBN: 978-3-642-01507-6
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