A Recursive Kalman Filter Forecasting Approach (Q3670403)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Recursive Kalman Filter Forecasting Approach
scientific article

    Statements

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