A REDUCED PARAMETER BILINEAR TIME-SERIES MODEL

A new bilinear time series structure is proposed and is tested on thre e sample time series to demonstrate its effectiveness. It is found tha t the proposed bilinear model can represent both nonlinearity and mult iperiodicity, and it therefore provides a useful model class for gener al applications. In addition, the proposed bilinear model uses fewer p arameters than conventional bilinear models with the same structure.