On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (Q715772)
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scientific article; zbMATH DE number 5879676
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| English | On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting |
scientific article; zbMATH DE number 5879676 |
Statements
On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (English)
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18 April 2011
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adaptive filter
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computer workload
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Kalman filter
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recursive least squares
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seasonal time series
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state-space model
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0.7809765934944153
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0.7735550403594971
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0.7728057503700256
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0.761245608329773
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0.757311999797821
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