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https://elib.bsu.by/handle/123456789/9329| Title: | Risk of Forecasting with Fitting Bloomfield Model to Independent Training Sample |
| Authors: | Voloshko, V. |
| Issue Date: | 2012 |
| Publisher: | Минск: БГУ |
| Citation: | Modeling and Simulation : MS'2012 : Proc. of the Intern. Conf., 2—4 May 2012, Minsk, Belarus. - Minsk: Publ. Center of BSU, 2012. - 178 p. - ISBN 978-985-553-010-8. |
| Abstract: | The risk of forecasting is analyzed for the scheme with independent training and forecasted samples of two identically distributed Gaussian stationary time series. The asymptotic expansion of risk is constructed when the forecasted sample is infinite and the spectrum is estimated by increasing training sample using fitting of finite order Bloomfield model. |
| URI: | http://elib.bsu.by/handle/123456789/9329 |
| Appears in Collections: | 2012. Моделирование процессов систем: Труды Международной конференции |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 41r 173.pdf | 260,6 kB | Adobe PDF | View/Open |
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