Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (Q464892)
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scientific article; zbMATH DE number 6362561
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| English | Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors |
scientific article; zbMATH DE number 6362561 |
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Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (English)
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30 October 2014
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stochastic process
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optimal extrapolation algorithm
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Wiener filter-extrapolator
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0.8775026202201843
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0.8722568154335022
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0.8294663429260254
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0.8006469011306763
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