AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING (Q4272776)
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scientific article; zbMATH DE number 472916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING |
scientific article; zbMATH DE number 472916 |
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AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING (English)
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20 December 1993
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innovation state space modelling approach
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identification algorithm
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singular value decomposition technique
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forecasting accuracy
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time series
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