Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

DOI10.1007/978-3-319-01857-7_71MaRDI QIDQ2950481zbMATH OpenOpenAlexFDO

Authors Jan Tadeusz Duda, Tomasz Pelech-Pilichowski

Publication date 9 October 2015

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-01857-7_71

zbMATH Keywords

frequency domain analysistime series predictionmoving trend filters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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• scientific article; zbMATH DE number 232271

Cites work

• scientific article; zbMATH DE number 3426746 (Why is no real title available?)
• scientific article; zbMATH DE number 43706 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• $\ell_1$ Trend Filtering
• Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

Cited in

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• Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

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