An algorithm for the identification of autoregressive moving average systems from noisy observations
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Bibliographic record
Abstract
This paper presents an algorithm for the parameter estimation of minimum-phase autoregressive moving average (ARMA) systems from noise-corrupted observations. In order to estimate the AR parameters of the ARMA system, an enhanced autocorrelation function (ACF) of the observed data is employed in a modified form of least-squares Yule-Walker equations. For the estimation of the MA parameters, first, a noise-subtraction algorithm is proposed to reduce the effect of noise from the residual signal which is obtained by filtering the noisy ARMA signal via the estimated AR parameters. The MA parameters are then estimated by using the spectral factorization corresponding to the noise-compensated residual signal. Computer simulations are carried out for ARMA systems of different orders and simulation results demonstrate a superior identification performance in terms of estimation accuracy and consistency under noisy conditions.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it