Extrapolation of time series by their structural properties

DOI10.1016/0165-1684(93)90002-RMaRDI QIDQ687337zbMATHOpenAlexFDO

Authors A. Zayezdny, S. Tiunov

Publication date 1 November 1993

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(93)90002-r

zbMATH Keywords

numerical examplesderivativesstructural propertiesextrapolation of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• Pyramidal method of extrapolation for short time series
• Extrapolation of real-time processes by their structural properties
• The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
• An algorithm for the filtration and extrapolation of time series by splines
• Self-similar extrapolation of asymptotic series and forecasting for time series

Cited in

(12)

• Self-similar extrapolation of asymptotic series and forecasting for time series
• On causal extrapolation of sequences with applications to forecasting
• scientific article; zbMATH DE number 4023161 (Why is no real title available?)
• Extrapolation of real-time processes by their structural properties
• Extrapolation and prediction of sequences in a vector space
• Pyramidal method of extrapolation for short time series
• Spatial generalization of ``pyramidal data extrapolation method
• Classification of the time series using syntactic analysis
• The use of the inverse problem of spectral analysis to forecast time series
• A new method for improved global mapping forecast
• Identifying a Simplifying Structure in Time Series
• An algorithm for the filtration and extrapolation of time series by splines

This page was built for publication: Extrapolation of time series by their structural properties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q687337)