Extrapolation of time series by their structural properties
From MaRDI portal
A new method for the extrapolation of time series is proposed. Its main point of difference with respect to other methods is the use not only of the values of extrapolated series but also of the values of their derivatives and the relationships between these derivatives. The basis of the method and the procedure for its use are described and numerical examples are given.
Recommendations
- Pyramidal method of extrapolation for short time series
- Extrapolation of real-time processes by their structural properties
- The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
- An algorithm for the filtration and extrapolation of time series by splines
- Self-similar extrapolation of asymptotic series and forecasting for time series
Cited in
(12)- Extrapolation of real-time processes by their structural properties
- An algorithm for the filtration and extrapolation of time series by splines
- A new method for improved global mapping forecast
- On causal extrapolation of sequences with applications to forecasting
- Extrapolation and prediction of sequences in a vector space
- Pyramidal method of extrapolation for short time series
- Self-similar extrapolation of asymptotic series and forecasting for time series
- Identifying a Simplifying Structure in Time Series
- scientific article; zbMATH DE number 4023161 (Why is no real title available?)
- Spatial generalization of ``pyramidal data extrapolation method
- The use of the inverse problem of spectral analysis to forecast time series
- Classification of the time series using syntactic analysis
This page was built for publication: Extrapolation of time series by their structural properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q687337)
