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Line 3: * present and past values of the driving (exogenous) series. In addition, the model contains: * an "~~errror~~error" or "residual" term which relates to the fact that knowledge of the other terms will not enable the present value of the time series to be predicted exactly. Line 16: == References == * I.J. Leontaritis and S.A. Billings. "Input-output parametric models for non-linear systems. Part iI: deterministic non-linear systems". ''Int'l J of Control'' 41:303-328, 1985. * I.J. Leontaritis and S.A. Billings. "Input-output parametric models for non-linear systems. Part iiII: stochastic non-linear systems". ''Int'l J of Control'' 41:329-344, 1985. [[Category:Stochastic processes]]

Nonlinear autoregressive exogenous model: Difference between revisions