A State Space Modeling Approach for Time Series Forecasting (Q3723545): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:50, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A State Space Modeling Approach for Time Series Forecasting |
scientific article |
Statements
A State Space Modeling Approach for Time Series Forecasting (English)
0 references
1985
0 references
state space model
0 references
on-line recursive estimation
0 references
forecasting
0 references
autocorrelated time series
0 references
state space models
0 references
nonseasonal and seasonal time series
0 references
autoregressive integrated-moving average class
0 references
Kalman filter
0 references
initial values determination
0 references
adaptive smoothing
0 references
