This paper describes data assimilation (DA) and adaptive forecasting techniques for flood forecasting and their application to forecasting water levels at various locations along a 120 km reach of the river Severn, United Kingdom. The methodology exploits the top-down, data-based mechanistic...

In the literature on unobservable component models , three main statistical instruments have been used for signal extraction: fixed interval smoothing (FIS), which derives from Kalman's seminal work on optimal state-space filter theory in the time domain; Wiener-Kolmogorov-Whittle optimal signal...

The paper discusses a new, fully recursive approach to the adaptive modeling, forecasting and seasonal adjustment of nonstationary economic time-series. The procedure is based around a time variable parameter (TVP) version of the well known “component” or “structural” model. It employs a...