Prediction of time series based on state space model

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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/51967

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DC Field	Value	Language
dc.contributor.author	Lobach, S. V.	-
dc.date.accessioned	2013-11-15T08:29:57Z	-
dc.date.available	2013-11-15T08:29:57Z	-
dc.date.issued	2013	-
dc.identifier.citation	Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 210-213	ru
dc.identifier.uri	http://elib.bsu.by/handle/123456789/51967	-
dc.description.abstract	A method of the prediction of time series based on the state space model is suggested. It provides recursive formulae for the estimation of the state but in some special case recursive formulas can be derived. The AR(2) model is investigated in more details including a simulation study.	ru
dc.language.iso	en	ru
dc.publisher	Minsk : Publ. center of BSU	ru
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика	ru
dc.title	Prediction of time series based on state space model	ru
dc.type	Article	ru
Appears in Collections:	Статьи факультета прикладной математики и информатики 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1

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