Forecasting models: a comparison of several adaptive forecasting procedures (Q3750866)
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: Forecasting models: a comparison of several adaptive forecasting procedures |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting models: a comparison of several adaptive forecasting procedures |
scientific article |
Statements
Forecasting models: a comparison of several adaptive forecasting procedures (English)
0 references
1985
0 references
comparison
0 references
non-stationary time series
0 references
stability
0 references
robustness
0 references
adaptive forecasting methods
0 references
exponential smoothing
0 references
parameter switching
0 references
Kalman filtering
0 references
explicit corrections
0 references
first order autoregressive effects
0 references
