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On the singular value decomposition, applied in the analysis and prediction of almost periodic signals - MaRDI portal

On the singular value decomposition, applied in the analysis and prediction of almost periodic signals (Q1341384)

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scientific article; zbMATH DE number 706934
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On the singular value decomposition, applied in the analysis and prediction of almost periodic signals
scientific article; zbMATH DE number 706934

    Statements

    On the singular value decomposition, applied in the analysis and prediction of almost periodic signals (English)
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    11 January 1995
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    periodic signals
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    prediction
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    ARIMA models
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    order determination
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    parameter estimation
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    robustness
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    singular value decomposition
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    performance
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    Box-Jenkins method
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