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- STAR_model abstract "In statistics, Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a smooth transition.Given a time series of data xt, the STAR model is a tool for understanding and, perhaps, predicting future values in this series, assuming that the behaviour of the series changes depending on the value of the transition variable. The transition might depend on the past values of the x series (similar to the SETAR models), or exogenous variables.The model consists of 2 autoregressive (AR) parts linked by the transition function. The model is usually referred to as the STAR(p) models proceeded by the letter describing the transition function (see below) and p is the order of the autoregressive part. Most popular transition function include exponential function and first and second-order logistic functions. They give rise to Logistic STAR (LSTAR) and Exponential STAR (ESTAR) models.".
- STAR_model thumbnail Estar_transition_function.png?width=300.
- STAR_model wikiPageExternalLink research-report-471.pdf.
- STAR_model wikiPageExternalLink research-report-494.pdf.
- STAR_model wikiPageExternalLink SII-BrowseJournal.php.
- STAR_model wikiPageExternalLink saii_11.pdf.
- STAR_model wikiPageID "7274114".
- STAR_model wikiPageRevisionID "603748269".
- STAR_model hasPhotoCollection STAR_model.
- STAR_model subject Category:Nonlinear_systems.
- STAR_model subject Category:Nonlinear_time_series_analysis.
- STAR_model subject Category:Time_series_models.
- STAR_model type Abstraction100002137.
- STAR_model type Cognition100023271.
- STAR_model type Concept105835747.
- STAR_model type Content105809192.
- STAR_model type Group100031264.
- STAR_model type Hypothesis105888929.
- STAR_model type Idea105833840.
- STAR_model type Model105890249.
- STAR_model type NonlinearSystem108435246.
- STAR_model type NonlinearSystems.
- STAR_model type PsychologicalFeature100023100.
- STAR_model type StochasticProcess113561896.
- STAR_model type StochasticProcesses.
- STAR_model type System108435388.
- STAR_model comment "In statistics, Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a smooth transition.Given a time series of data xt, the STAR model is a tool for understanding and, perhaps, predicting future values in this series, assuming that the behaviour of the series changes depending on the value of the transition variable.".
- STAR_model label "STAR model".
- STAR_model sameAs m.025xy3q.
- STAR_model sameAs Q7394685.
- STAR_model sameAs Q7394685.
- STAR_model sameAs STAR_model.
- STAR_model wasDerivedFrom STAR_model?oldid=603748269.
- STAR_model depiction Estar_transition_function.png.
- STAR_model isPrimaryTopicOf STAR_model.
