Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

DOI10.1007/978-3-319-01857-7_71zbMath1327.93383OpenAlexW190529055MaRDI QIDQ2950481

Tomasz Pelech-Pilichowski, Jan Tadeusz Duda

Publication date: 9 October 2015

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-01857-7_71

zbMATH Keywords

frequency domain analysistime series predictionmoving trend filters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Related Items (1)

Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

Cites Work

• Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction
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