Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem

DOI10.1016/S0167-9473(02)00255-4zbMath1429.62422OpenAlexW2016458774MaRDI QIDQ956781

B. E. Eshmatov

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00255-4

zbMATH Keywords

krigingoutlierstime seriesBayesian models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items

Detecting an innovative outlier in a set of time series

Cites Work

• On a Measure of the Information Provided by an Experiment
• Bayesian Forecasting for Complex Systems Using Computer Simulators
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Unnamed Item
• Unnamed Item
• Unnamed Item