AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM |
scientific article |
Statements
3
0 references
4
0 references
253-264
0 references
July 1982
0 references
1982
0 references
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (English)
0 references
smoothing
0 references
forecasting
0 references
EM algorithm
0 references
state-space model
0 references
recursive procedure
0 references
missing data
0 references
maximum likelihood
0 references
