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Reflections on `Adaptive prediction' - MaRDI portal

Reflections on `Adaptive prediction' (Q1804257)

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scientific article; zbMATH DE number 754584
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English
Reflections on `Adaptive prediction'
scientific article; zbMATH DE number 754584

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    Reflections on `Adaptive prediction' (English)
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    23 October 1995
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    Adaptive prediction is discussed. A quantity to measure the degradation of the accuracy of the performance of a general nonlinear predictor due to the presence of uncertainty is introduced. Especially the use of time invariant predictors is discussed. The paper focuses on two issues: (i) Adaptive prediction is a good design methodology to cope with uncertainty. (ii) Adaptive prediction does not always lead to satisfactory performance, if compared with the performance achievable with other kinds of predictors.
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    adaptive prediction
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    performance
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    nonlinear predictor
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    uncertainty
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    design
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