Method for the prediction of time series using small sets of experimental samples
DOI10.1016/J.AMC.2019.02.062zbMATH Open1428.62403OpenAlexW2920856516WikidataQ128240935 ScholiaQ128240935MaRDI QIDQ2009358FDOQ2009358
Authors: Walery Rogoza 
Publication date: 28 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.02.062
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Cites Work
- Title not available (Why is that?)
- Time series: Theory and methods
- Time series analysis. Forecasting and control
- Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
- Applied time series analysis
- Title not available (Why is that?)
- Stochastic resonance. A mathematical approach in the small noise limit
- Numerical analysis for engineers and scientists
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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