Forecasting based on time series with correlated errors by information preserving filter Demand forecasting from information theory

DOI10.1080/00207727608941964zbMATH Open0327.62058OpenAlexW2069717717MaRDI QIDQ4092813FDOQ4092813

Authors: Hiroshi Ohta, H. Noda, Shigeo Kase 

Publication date: 1976

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727608941964

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Estimation and detection in stochastic control theory (93E10)

Cites Work

• New algorithms for estimation with sequentially correlated measurement noise †
• An extension of the application of information theory to forecasting

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