Fractional transformation group induced by QR factorization and linear prediction problem (Q1100127): Difference between revisions
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Revision as of 18:07, 10 February 2024
scientific article
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| English | Fractional transformation group induced by QR factorization and linear prediction problem |
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Fractional transformation group induced by QR factorization and linear prediction problem (English)
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1988
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This paper introduces a fractional transformation group in terms of the unitary factor of the QR transformation, that acts on the space of linear predictors for nonstationary processes. Besides having the theoretical significance of possessing a group structure, these transformations can be used to generate new predictors from the old ones.
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fractional transformation group
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QR transformation
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linear predictors
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