A State Space Modeling Approach for Time Series Forecasting
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Publication:3723545
DOI10.1287/mnsc.31.11.1451zbMath0593.62096OpenAlexW2087924195MaRDI QIDQ3723545
Publication date: 1985
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.31.11.1451
Kalman filterforecastingstate space modelsstate space modeladaptive smoothingautocorrelated time seriesautoregressive integrated-moving average classinitial values determinationnonseasonal and seasonal time serieson-line recursive estimation
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