A Recursive Kalman Filter Forecasting Approach (Q3670403)
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scientific article; zbMATH DE number 3825002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Recursive Kalman Filter Forecasting Approach |
scientific article; zbMATH DE number 3825002 |
Statements
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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