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

DOI10.1080/00207727608941964MaRDI QIDQ4092813zbMATH OpenOpenAlexFDO

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

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

This page was built for publication: Forecasting based on time series with correlated errors by information preserving filter Demand forecasting from information theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4092813)