Forecast of random oscillation processes based on the method of exponential smoothing (Q1920373)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecast of random oscillation processes based on the method of exponential smoothing |
scientific article; zbMATH DE number 919494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast of random oscillation processes based on the method of exponential smoothing |
scientific article; zbMATH DE number 919494 |
Statements
Forecast of random oscillation processes based on the method of exponential smoothing (English)
0 references
16 March 1997
0 references
A forecast problem for an unknown nonrandom function \(x(t)\) via oscillating type approximations \(\widehat{x}(\varphi-\theta)= \sum^m_{i=0} [x_{1i}(\varphi) \cos(i\theta)+x_{2i}(\varphi) \sin(i\theta)]\) is considered with the cost function \(\int^\infty_0|x(\varphi-\theta)- \widehat{x}(\varphi- \theta)|^2 \exp(-b\theta)d\theta\). A heuristic algorithm is presented. Simulation results are given.
0 references
oscillating process
0 references
forecast problem
0 references
0.85555637
0 references
0.84914047
0 references
0.84393644
0 references
0.8437457
0 references
0 references
0.8420874
0 references
