Modelling and prediction of stochastic processes involving periodicity

DOI10.1016/S0307-904X(81)80073-XzbMath0474.62090MaRDI QIDQ1158914

S. H. Smith

Publication date: 1981

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

time-seriesself tuning predictorstationary ARMA process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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• Some stochastic modelling techniques and their applications
• System identification. A survey
• On self tuning regulators
• A self-tuning predictor
• IDENTIFICATION AND MODELING FOR LINEAR MULTIVARIABLE DISCRETE-TIME SYSTEMS: A SURVEY
• Derivation of weighting matrices towards satisfying eigenvalue requirements

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