On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
DOI10.1080/15598608.2008.10411879zbMATH Open1211.62155OpenAlexW2087763800MaRDI QIDQ715772FDOQ715772
Authors: Ta-Hsin Li 
Publication date: 18 April 2011
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2008.10411879
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Cites Work
- Linear Statistical Inference and its Applications
- Stochastic processes and filtering theory
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- Stochastic, dynamic modelling and signal processing: Time variable and state dependent parameter estimation
- Recursive estimation in econometrics
- Performance analysis of the forgetting factor RLS algorithm
- Recursive estimation and time-series analysis. An introduction
- Tracking error bounds of adaptive nonstationary filtering
- Bounded error identification of time-varying parameters by RLS techniques
- A Hierarchical Framework for Modeling and Forecasting Web Server Workload
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