Method for the prediction of time series using small sets of experimental samples

DOI10.1016/J.AMC.2019.02.062zbMath1428.62403OpenAlexW2920856516WikidataQ128240935 ScholiaQ128240935MaRDI QIDQ2009358

Walery Rogoza

Publication date: 28 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2019.02.062

zbMATH Keywords

predictionsystem identificationtime seriessmall sets of data samples

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• GW-WINKS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
• Time series: Theory and methods
• Numerical Analysis for Engineers and Scientists

This page was built for publication: Method for the prediction of time series using small sets of experimental samples