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Presenting AR Model Error in Terms of Geman-McClure Function for Prediction of Processes in Telecommunications

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Abstract

Specific features of using the Geman-McClure function have been analyzed that are based on its properties in predicting telecommunication processes with anomalies or deviations by using an autoregressive model AR(p). The proposed modification of model AR(p) involves the presenting of prediction error in Geman-McClure metric that is based on this function and subsequent determining of coefficients of AR(p) model in this metric by employing equations presented in this paper that are similar to the Yule-Walker equations in presenting the prediction error of AR(p) model in L2 metric. Based on the comparative analysis and simulation, it has been established that AR(p) model in the Geman-McClure metric as compared with the classic AR(p) model in L2 metric makes it possible to enhance the prediction accuracy in telecommunication processes with anomalies or deviations by the factor of up to 1.5, while the efficiency of its use increases with the rise of model order p and the degree of process correlation that is subject to prediction. It has been shown that the practical use in telecommunications of the proposed modification of AR(p) model in the Geman-McClure metric is the most effective and expedient for the long-term prediction (large values of model order p) of strongly correlated processes that can be characterized by the presence of anomalies or deviations at relatively large values of internal parameter of this metric that ensures the speed of calculations in predicting the processes without a significant deterioration of its accuracy.

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Authors and Affiliations

  1. National Aviation University, Kyiv, Ukraine

    Oleksii Holubnychyi, Maksym Zaliskyi, Olga Shcherbyna & Olga Ivanets

Authors
  1. Oleksii Holubnychyi
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  2. Maksym Zaliskyi
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  3. Olga Shcherbyna
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  4. Olga Ivanets
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Correspondence to Oleksii Holubnychyi.

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ADDITIONAL INFORMATION

O. Holubnychyi, M. Zaliskyi, O. Shcherbyna, O. Ivanets

The authors declare that they have no conflicts of interest.

This article does not contain any studies with human participants or animals performed by any of the authors.

The initial version of this paper in Russian is published in the journal “Izvestiya Vysshikh Uchebnykh Zavedenii. Radioelektronika,” ISSN 2307-6011 (Online), ISSN 0021-3470 (Print) on the link http://radio.kpi.ua/article/view/S0021347022090023 with DOI: https://doi.org/10.20535/S0021347022090023

Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii. Radioelektronika, No. 8, pp. 496-509, August, 2022 https://doi.org/10.20535/S0021347022090023 .

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Holubnychyi, O., Zaliskyi, M., Shcherbyna, O. et al. Presenting AR Model Error in Terms of Geman-McClure Function for Prediction of Processes in Telecommunications. Radioelectron.Commun.Syst. 65, 420–432 (2022). https://doi.org/10.3103/S0735272722090023

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  • DOI: https://doi.org/10.3103/S0735272722090023

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