Forecasting models: a comparison of several adaptive forecasting procedures

DOI10.1080/07362998508809063MaRDI QIDQ3750866zbMATH OpenOpenAlexFDO

Authors Mel Appelbaum, chris P. Tsokos

Publication date 1985

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998508809063

zbMATH Keywords

adaptive forecasting methodscomparisonexplicit correctionsexponential smoothingfirst order autoregressive effectsKalman filteringnon-stationary time seriesparameter switchingrobustnessstability

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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