أنموذج الانحدار الذاتي اللاخطي مع متغير خارجي
التجميع
تقدير الشرائح
العقد الداخلية
التشخيص.
: NARX
Additive
Splines Estimation
Interior Knots
Identification.
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Nonlinear time series analysis is one of the most complex problems ; especially the nonlinear autoregressive with exogenous variable (NARX) .Then ; the problem of model identification and the correct orders determination considered the most important problem in the analysis of time series . In this paper , we proposed splines estimation method for model identification , then we used three criterions for the correct orders determination. Where ; proposed method used to estimate the additive splines for model identification , And the rank determination depends on the additive property to avoid the problem of curse dimensionally . The proposed method is one of the nonparametric methods , and the simulation results give a
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