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On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting - MaRDI portal

On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (Q715772)

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scientific article; zbMATH DE number 5879676
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English
On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
scientific article; zbMATH DE number 5879676

    Statements

    On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (English)
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    18 April 2011
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    adaptive filter
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    computer workload
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    Kalman filter
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    recursive least squares
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    seasonal time series
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    state-space model
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