Prediction of missing observations by a control method

MaRDI QIDQ3399099zbMATH OpenFDO

Authors Vyacheslav Abramov, Fima Klebaner

Publication date 29 September 2009

Full work available at URL https://arxiv.org/abs/math/0609377, http://pphmj.com/abstract/2842.htm

zbMATH Keywords

predictionautoregressive modelsmissing observationscontrol method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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(4)

• Practical approach to prediction of plant technological parameters with missing data
• Joint estimation of missed observations and parameters of linear controllable processes
• Method of prediction model in the theory of observation control
• Prediction variance of a central composite design with missing observation

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