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Owning Palette: Modeling and Prediction VIs

Installed With: Advanced Signal Processing Toolkit

Estimates the moving average (MA) model of an input univariate time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Details  

Use the pull-down menu to select an instance of this VI.

Select an instance TSA MA Modeling (waveform)TSA MA Modeling (array)

TSA MA Modeling (waveform)

	Xt specifies the input univariate time series.
	method specifies the method to use in estimating the moving average model. Refer to the TSA ARMA Modeling VI for information about these methods. 0 Yule-Walker (default) 1 High order AR 2 Polynomial
	MA order specifies the order of the moving average model. The value of MA order must be greater than 0. The default is 4.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	MA coefficients returns the estimated coefficients of the moving average model.
	noise returns the estimated white noise series of the moving average model.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA MA Modeling (array)

	Xt specifies the input univariate time series.
	method specifies the method to use in estimating the moving average model. Refer to the TSA ARMA Modeling VI for information about these methods. 0 Yule-Walker (default) 1 High order AR 2 Polynomial
	MA order specifies the order of the moving average model. The value of MA order must be greater than 0. The default is 4.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	MA coefficients returns the estimated coefficients of the moving average model.
	noise returns the estimated white noise series of the moving average model.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA MA Modeling Details

This VI estimates the MA model according to the following equation:

X_t = e_t + b₁e_t–1 + ,…, + b_Ne_t–N

where N is the MA order, X_t is a univariate time series, and e_t is a Gaussian white noise series. MA coefficients is a 1D array of [1, b1, b2, …, b_N], where each coefficient b_i is a real number.

The minimum length requirement for the input time series differs for each method you use:

• Yule-Walker method: minimum length ≥ MA order
• High-Order AR method: minimum length ≥ 5 × MA order
• Polynomial method: minimum length ≥ 5 × MA order