On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (Q715772)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
scientific article

    Statements

    On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (English)
    0 references
    0 references
    18 April 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    adaptive filter
    0 references
    computer workload
    0 references
    Kalman filter
    0 references
    recursive least squares
    0 references
    seasonal time series
    0 references
    state-space model
    0 references
    0 references