An Alternative to Transfer Function Forecasting Based on Subspace Methods (Q3072417)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Alternative to Transfer Function Forecasting Based on Subspace Methods |
scientific article |
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An Alternative to Transfer Function Forecasting Based on Subspace Methods (English)
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3 February 2011
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ARMAX
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forecasting
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Kalman filter
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state space model
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subspace methods
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transfer function
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0.8844789
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0.8780172
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0.83686596
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0.8299394
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0.8147354
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0.81465816
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0.81255627
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