A Recursive Kalman Filter Forecasting Approach (Q3670403)

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scientific article; zbMATH DE number 3825002
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    A Recursive Kalman Filter Forecasting Approach
    scientific article; zbMATH DE number 3825002

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      A Recursive Kalman Filter Forecasting Approach (English)
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      1983
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      recursive Kalman filter
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      forecasting accuracy
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      cost effectiveness
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      time series models
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      time-varying coefficients
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      forecasting
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      prediction
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