Proper ARMA Modeling and Forecasting in the Generalized Segre’s Quaternions Domain

Proper ARMA Modeling and Forecasting in the Generalized Segre’s Quaternions Domain

The analysis of time series in 4D commutative hypercomplex algebras is introduced. Firstly, generalized Segre’s quaternion (GSQ) random variables and signals are studied. Then, two concepts of properness are suggested and statistical tests to check if a GSQ random vector is proper or not are propose...

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Bibliographic Details
Main Authors: Jesús Navarro-Moreno, Rosa M. Fernández-Alcalá, Juan C. Ruiz-Molina
Format: Article
Language:English
Published: MDPI AG 2022-03-01
Series:Mathematics
Subjects:
ARMA models
<i>E</i><sub><i>α</i><sub>0</sub></sub>-properness
generalized Segre’s quaternions
<i>H</i><sub><i>α</i><sub>0</sub></sub>-properness
prediction
proper signal processing
Online Access:https://www.mdpi.com/2227-7390/10/7/1083

Internet

https://www.mdpi.com/2227-7390/10/7/1083

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