Forecasting stochastic processes using singular spectrum analysis : aspects of the theory and application
M. Atikur Rahman Khan, D.S. Poskitt
| Year of publication: |
January-March 2017
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| Authors: | Rahman Khan, Md. Atikur ; Poskitt, Donald Stephen |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 199-213
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| Subject: | Linear recurrent formula | Mean squared forecast error | Signal dimension | Window length | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754700