On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
From MaRDI portal
Publication:715772
DOI10.1080/15598608.2008.10411879zbMath1211.62155OpenAlexW2087763800MaRDI QIDQ715772
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
Kalman filterrecursive least squaresstate-space modeladaptive filterseasonal time seriescomputer workload
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Recursive estimation and time-series analysis. An introduction
- Recursive estimation in econometrics
- Tracking error bounds of adaptive nonstationary filtering
- Stochastic processes and filtering theory
- Performance analysis of the forgetting factor RLS algorithm
- Bounded error identification of time-varying parameters by RLS techniques
- Linear Statistical Inference and its Applications
- A Hierarchical Framework for Modeling and Forecasting Web Server Workload
This page was built for publication: On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
