A cross-validation filter for time series models (Q3796596)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4062422
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A cross-validation filter for time series models |
scientific article; zbMATH DE number 4062422 |
Statements
A cross-validation filter for time series models (English)
0 references
1988
0 references
cross-validation errors
0 references
Kalman filter
0 references
smoothing filter
0 references
cross- validation of state space models
0 references
Diffuse initial conditions
0 references
cross- validation filter
0 references
deleted residuals
0 references
fixed interval smoothing
0 references
0.8426076769828796
0 references
0.7618374228477478
0 references
0.7562369108200073
0 references
0.752553403377533
0 references
0.7507337927818298
0 references
