A new forecasting method for time continuous model of dynamic system

DOI10.1016/0096-3003(95)00296-0MaRDI QIDQ1354289zbMATH OpenOpenAlexFDO

Authors O. Diekmann

Publication date 5 April 1998

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(95)00296-0

zbMATH Keywords

least squaresARIMA modelsFourier seriesgrey theoryaccumulated generating operationAGO

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic systems and control (93E99) Control/observation systems governed by ordinary differential equations (93C15) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

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Cites work

• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• On a measure of lack of fit in time series models

Cited in

(5)

• A dynamic forecasting model for job shop flowtime prediction and tardiness control
• A new forecasting method of discrete dynamic system
• A research on the grey prediction model GM(1,n)
• Forecasting volatility for the stock market: a new hybrid model
• On unified framework for continuous-time grey models: an integral matching perspective

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