A State Space Modeling Approach for Time Series Forecasting (Q3723545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A State Space Modeling Approach for Time Series Forecasting |
scientific article |
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A State Space Modeling Approach for Time Series Forecasting (English)
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1985
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state space model
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on-line recursive estimation
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forecasting
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autocorrelated time series
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state space models
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nonseasonal and seasonal time series
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autoregressive integrated-moving average class
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Kalman filter
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initial values determination
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adaptive smoothing
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