Forecasting based on time series with correlated errors by information preserving filter Demand forecasting from information theory

DOI10.1080/00207727608941964zbMath0327.62058OpenAlexW2069717717MaRDI QIDQ4092813

Hiroshi Noda, Shigeo Kase, Hiroshi Ohta

Publication date: 1976

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727608941964

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15)

Cites Work

• An extension of the application of information theory to forecasting
• New algorithms for estimation with sequentially correlated measurement noise †

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