Prediction of stochastic processes using self-tuning principles (Q3754539)
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scientific article; zbMATH DE number 4002008
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| English | Prediction of stochastic processes using self-tuning principles |
scientific article; zbMATH DE number 4002008 |
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Prediction of stochastic processes using self-tuning principles (English)
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1987
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constrained minimum-variance prediction
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self-tuning
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Generalized cost functions
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ARIMAX process model
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0.7298734188079834
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