Time-series decomposition and forecasting

DOI10.1080/00207178908953452MaRDI QIDQ4204980zbMATH OpenOpenAlexFDO

Authors Dan Teodorescu

Publication date 1989

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178908953452

zbMATH Keywords

best predictordecompositionforecastingoptimization operatorstationary time-series

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3557508 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Introduction to stochastic control theory

Cited in

(8)

• Track irregularity time series analysis and trend forecasting
• Advances in time series forecasting
• scientific article; zbMATH DE number 89410 (Why is no real title available?)
• The Representation and Decomposition of Integrated Stationary Time Series
• scientific article; zbMATH DE number 1822146 (Why is no real title available?)
• Data-Driven Time Parallelism via Forecasting
• Forecasting Distributional Time Series
• Time series - information and prediction

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