In this article, a special type of orthogonalization is obtained to construct a multiple input transfer function model. By using this technique, construction of a transfer function model is divided to sequential construction of transfer function models with less input time series. Furthermore, based on real and simulated time series we provide an instruction to adequately perform the stages of orthogonalization algorithm.
Khalafi,M. , Azimmohseni,M. and Kordkatuli,M. (2022). On Orthogonalization Approach to Construct a Multiple Input Transfer Function Model. Journal of the Iranian Statistical Society, 13(2), 135-150.
MLA
Khalafi,M. , , Azimmohseni,M. , and Kordkatuli,M. . "On Orthogonalization Approach to Construct a Multiple Input Transfer Function Model", Journal of the Iranian Statistical Society, 13, 2, 2022, 135-150.
HARVARD
Khalafi M., Azimmohseni M., Kordkatuli M. (2022). 'On Orthogonalization Approach to Construct a Multiple Input Transfer Function Model', Journal of the Iranian Statistical Society, 13(2), pp. 135-150.
CHICAGO
M. Khalafi, M. Azimmohseni and M. Kordkatuli, "On Orthogonalization Approach to Construct a Multiple Input Transfer Function Model," Journal of the Iranian Statistical Society, 13 2 (2022): 135-150,
VANCOUVER
Khalafi M., Azimmohseni M., Kordkatuli M. On Orthogonalization Approach to Construct a Multiple Input Transfer Function Model. JIRSS, 2022; 13(2): 135-150.
Journal of the Iranian Statistical Society