caa a22 4500 469064986 CHVBK 20180323132905.0 cr unu---uuuuu 170328e19920701xx s 000 0 eng 10.1007/BF00890531 doi (NATIONALLICENCE)springer-10.1007/BF00890531 Estimation of the transfer function by autoregressive deconvolution techniques—An application to time series analysis [Elektronische Daten] [Y. Kang, J. Royer, Cl. Chambon, L. Demassieux] The transfer function of time-dependent models is classically inferred by the ordinary least squares (OLS) techniques. This OLS technique assumes independence of the residuals with time. However, in practical cases, this hypothesis is often not justified producing inefficient estimation of the transfer function. When the residuals constitute an autoregressive process, we propose to apply the Box-Jenkins' method to model the residuals, and to modify in a simple manner the primary convolution equation. Then, a multivariate regression technique is used to infer the transfer function of the new equation producing time-independent residuals. This three-step autoregressive deconvolution technique is particularly efficient for time series analysis. The reconstitution and the forecasting of real data are improved efficiently. Theoretically, the proposed method can be extended to the convolution equations for which the residuals follow a moving average or an autoregressive-moving average process, but the mathematical formulation is no longer direct and explicit. For this general case, we propose to approximate the moving average or the autoregressive-moving average process by an autoregressive process of sufficient order, and then the transfer function. Two case studies in hydrogeology will be used to illustrate the procedure. International Association for Mathematical Geology, 1992 multiple regression nationallicence Box-Jenkins' method nationallicence hydrogeology nationallicence mine discharge nationallicence Kang Y. Laboratoire de Géomécanique, E.N.S.G., Rue Marcel Roubault, B.P. 40, 54501, Vandoeuvre-Lès-Nancy, France aut Royer J. C.R.P.G., 15 Rue Nd des Pauvres, B.P. 20, 54501, Vandoeuvre-Lès-Nancy, France aut Chambon Cl Laboratoire de Mécanique des Terrains, ENSMIM, Parc de Saurupt, 54042, Nancy Cedex, France aut Demassieux L. Laboratoire de Géomécanique, E.N.S.G., Rue Marcel Roubault, B.P. 40, 54501, Vandoeuvre-Lès-Nancy, France aut Mathematical Geology Kluwer Academic Publishers-Plenum Publishers 24/5(1992-07-01), 479-498 0882-8121 24:5<479 1992 24 11004 https://doi.org/10.1007/BF00890531 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00890531 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kang Y. Laboratoire de Géomécanique, E.N.S.G., Rue Marcel Roubault, B.P. 40, 54501, Vandoeuvre-Lès-Nancy, France aut NATIONALLICENCE 700 1- Royer J. C.R.P.G., 15 Rue Nd des Pauvres, B.P. 20, 54501, Vandoeuvre-Lès-Nancy, France aut NATIONALLICENCE 700 1- Chambon Cl Laboratoire de Mécanique des Terrains, ENSMIM, Parc de Saurupt, 54042, Nancy Cedex, France aut NATIONALLICENCE 700 1- Demassieux L. Laboratoire de Géomécanique, E.N.S.G., Rue Marcel Roubault, B.P. 40, 54501, Vandoeuvre-Lès-Nancy, France aut NATIONALLICENCE 773 0- Mathematical Geology Kluwer Academic Publishers-Plenum Publishers 24/5(1992-07-01), 479-498 0882-8121 24:5<479 1992 24 11004 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer