Method for the prediction of time series using small sets of experimental samples

DOI10.1016/J.AMC.2019.02.062MaRDI QIDQ2009358zbMATH OpenOpenAlexWikidataFDO

Authors Walery Rogoza

Publication date 28 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.amc.2019.02.062

zbMATH Keywords

predictiontime seriessystem identificationsmall sets of data samples

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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Cites work

• scientific article; zbMATH DE number 2132156 (Why is no real title available?)
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• Applied time series analysis
• Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
• Numerical analysis for engineers and scientists
• Stochastic resonance. A mathematical approach in the small noise limit
• Time series analysis. Forecasting and control
• Time series: Theory and methods

Cited in

(5)

• Using string invariants for prediction searching for optimal parameters
• Estimating the horizon of predictability in time-series predictions using inductive modelling tools
• Method of analogues in prediction of short time series: An expert-statistical approach
• Predictive modeling based on small data in clinical medicine: RBF-based additive input-doubling method
• Autoregressive prediction with rolling mechanism for time series forecasting with small sample size

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• GW-WINKS

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