When is an aggregate of a time series efficiently forecast by its past? (Q1165546): Difference between revisions
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Revision as of 23:54, 19 March 2024
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| Language | Label | Description | Also known as |
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| English | When is an aggregate of a time series efficiently forecast by its past? |
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When is an aggregate of a time series efficiently forecast by its past? (English)
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1982
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necessary and sufficient conditions
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linear combination of elements of vector time series
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prediction
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autoregression
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Gaussian stationary process
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