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A new forecasting method for time continuous model of dynamic system

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Publication:1354289
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DOI10.1016/0096-3003(95)00296-0zbMath0884.62101OpenAlexW2043603951MaRDI QIDQ1354289

O. Diekmann

Publication date: 5 April 1998

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(95)00296-0


zbMATH Keywords

Fourier seriesleast squaresARIMA modelsgrey theoryaccumulated generating operationAGO


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic systems and control (93E99) Control/observation systems governed by ordinary differential equations (93C15) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)


Related Items (2)

A research on the grey prediction model GM(1,n) ⋮ Forecasting volatility for the stock market: a new hybrid model




Cites Work

  • Unnamed Item
  • On a measure of lack of fit in time series models




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