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

accumulated generating operationAGOARIMA modelsFourier seriesgrey theoryleast squares

Mathematics Subject Classification ID

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

Recommendations

• A new forecasting method of discrete dynamic system
• A new forecasting model GDM(2,2,1) of dynamic systems
• Discrete grey forecasting model and its optimization
• A new transfer function model: the grey dynamic model GDM(2,2,1)

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

(6)

• A new forecasting method of discrete dynamic system
• On unified framework for continuous-time grey models: an integral matching perspective
• Forecasting volatility for the stock market: a new hybrid model
• A research on the grey prediction model GM(1,n)
• A new forecasting model GDM(2,2,1) of dynamic systems
• A dynamic forecasting model for job shop flowtime prediction and tardiness control

This page was built for publication: A new forecasting method for time continuous model of dynamic system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1354289)