FAQ

Coordinator
May 28, 2009 at 1:03 PM

I plan to build up a FAQ as a supplement to the user's guide (which is currently incomplete and lags behind the software itself).   So please feel free to post any questions on Cronos usage in this discussion thread.  It doesn't matter if they are already covered in the user's guide.  This is going to be a separate list of questions and answers anyway.

Once (and if) I get enough questions (which I will answer) in this thread, I'll put them together into a FAQ document.

 

Oct 7, 2009 at 9:30 AM

Question: 

What method is used to calculate the ARMA model parameters?

Coordinator
Oct 7, 2009 at 12:32 PM

ARMA model parameters are estimated using maximum likelihood estimation.

The numerical optimization is performed in 2 stages.  First a low-discrepancy sequence is generated, and the values are mapped from the unit hypercube to valid parameter space.  The log-likelihood is evaluated at all these points, and the best values are chosen as candidates for the second stage.  In the second stage, the good candidates from the first stage are used as initial values in a standard numerical optimization algorithm.   Breaking up the search into two parts like this helps to avoid the standard problem of getting stuck in local maxima.

 

Oct 7, 2009 at 3:06 PM

Question :

If I want to build another application on top of cronos, can explain some steps to reach it? I want to use ARMA for my own research so which part of cronos should I refer to use? Thanks.

Coordinator
Oct 7, 2009 at 8:15 PM

See my response in the other discussion thread "Using ARMA in Cronos"

Jan 19, 2011 at 4:10 PM
Edited Jan 28, 2011 at 2:23 PM