scientific article; zbMATH DE number 3848500

MaRDI QIDQ3317995zbMATH OpenFDO

Authors

Publication date 1982

zbMATH Keywords

extrapolationforecasting algorithmmatrix algorithmsnumerical examplesorthogonal-triangularly transformed sample matrix functionstatistical sample matrix

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm
• An iterative orthogonal forward regression algorithm
• Modelling and forecasting based on recursive incomplete pseudoinverse matrices
• An Alternative to Transfer Function Forecasting Based on Subspace Methods
• Forecasting time series by functional PCA. Discussion of several weighted approaches
• Matrix polynomials orthogonal on the unit circle and accuracy of autoregressive models
• scientific article; zbMATH DE number 15003
• Forecasting using random subspace methods

Cited in

(2)

• scientific article; zbMATH DE number 3848499 (Why is no real title available?)
• Matrix multiple regression

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3317995)