تقدير نماذج فضاء الحالة باستخدام أسلوب انحدار الحرف مع التطبيق

Abstract EN

In this paper many state space models are fitted.

The statistical criteria used to choose the best estimated model whose parameters estimated by the Ridge regression method.

This method can be used when the predicator variables are multicollinear.The data used in this paper represented by the temperature, which is the response variable and the predictor variables effulgence, wined, sunshine and evaporation.