Forecasting models: a comparison of several adaptive forecasting procedures

DOI10.1080/07362998508809063zbMath0611.62116OpenAlexW4255719096MaRDI QIDQ3750866

Mel Appelbaum, Chris P. Tsokos

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809063

zbMATH Keywords

comparisonstabilityrobustnessKalman filteringexponential smoothingnon-stationary time seriesparameter switchingadaptive forecasting methodsexplicit correctionsfirst order autoregressive effects

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

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