Estimating of α-series Process Parameters Using Particle Swarm Optimization Algorithm

Authors

  • Shaimaa Waleed Mahmood Department of Statistics and Informatics, College of Computer science & Mathematics, University of Mosul, Mosul, Iraq

Keywords:

α-series process, Laplace's test, particle swarm, nonparametric estimation

Abstract

The α-series stochastic process has special importance in many life areas. In this paper, the particle swarm optimization (PSO) and the least squares (LS) methods are used to estimate parameters of the α-series process. The real data results show that the PSO algorithm is better in estimation compared to the LS method, in term of mean absolute error (MAE).

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Published

2022-12-29

How to Cite

Waleed Mahmood, S. . (2022). Estimating of α-series Process Parameters Using Particle Swarm Optimization Algorithm. Thailand Statistician, 21(1), 68–75. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/248023

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Section

Articles