Foregasting with adaptive filtering

Steven C. Wheelwright; Spyros Makridakis

RAIRO - Operations Research - Recherche Opérationnelle (1973)

  • Volume: 7, Issue: V1, page 31-52
  • ISSN: 0399-0559

How to cite

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Wheelwright, Steven C., and Makridakis, Spyros. "Foregasting with adaptive filtering." RAIRO - Operations Research - Recherche Opérationnelle 7.V1 (1973): 31-52. <http://eudml.org/doc/104561>.

@article{Wheelwright1973,
author = {Wheelwright, Steven C., Makridakis, Spyros},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {V1},
pages = {31-52},
publisher = {EDP-Sciences},
title = {Foregasting with adaptive filtering},
url = {http://eudml.org/doc/104561},
volume = {7},
year = {1973},
}

TY - JOUR
AU - Wheelwright, Steven C.
AU - Makridakis, Spyros
TI - Foregasting with adaptive filtering
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1973
PB - EDP-Sciences
VL - 7
IS - V1
SP - 31
EP - 52
LA - eng
UR - http://eudml.org/doc/104561
ER -

References

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  1. [1] MONTGMOMERY Douglas C., « Adaptive Control of Exponential Smoothing Parameters by Evolutionary Operation », AIIE Transactions, September 1970. 
  2. ROBERTS S. D. and REED R., « The Development of a Self-Adaptive Forecasting, AIIE Transactions, December 1969. 
  3. TRIGG D. W. and LEACH A. D., « Exponential Smoothing with an Adaptive Response Rate », Operations Research Quaterly, March 1967. 
  4. WHYBARK D. Clay, « A Comparison of Adaptive Forecasting Techniques », Paper No. 302, Graduate School of Industrial Administration, Purdue University, Lafayette, Indiana, March, 1971. 
  5. [2] BROWN Robert G., Smoothing Forecasting and Prediction of Discrete Time Series, Englewood Cliffs, New Jersey : Prentice-Hall, 1963. Zbl0192.25606
  6. [3] BRENNER J. L. et al., « Difference Equations in Forecasting Formulas », Journal of the Institute of Management Sciences, vol. 15, No. 3, November 1968, pp. 141-159. 
  7. [4] MORRISON Norman, Introduction to Sequential Smoothing and Prediction, New York, McGraw-Hill Book Co., 1969. 
  8. [5] Box George E. P. and JENKINS Gwilym M., Time Series Analysis, San Francisco, California : Holden-Day, 1970. Zbl0363.62069MR272138
  9. [6] WIENER Norbert, Extrapolation, Interpolation and Smoothing of Stationary Time Series with Engineering Applications, New York : Wiley, 1949. Zbl0036.09705MR31213
  10. [7] KALMAN R. E. and BUCY R. S., « New Results in Linear Filtering and Prediction Theory », Journal of Basic Engineering (Trans. ASME), vol. 83 D, 1961. MR234760
  11. [8] WIDROW Bernard, « Adaptive Filters 1 : Fundamentals, « SU-SEL-66-126. Systems Theory Laboratory, Stanford University, Stanford, California, December 1966. 
  12. [9] PERTUZ Alexis, « Adaptive Time Series Forecasting », Unpublished Term Paper, Stanford Business School, Stanford, California, June 1968. 
  13. [10] WILDE Douglas J. and BEIGHTER Charles S., Foundations of Optimization, Englewood Cliffs, N.J. : Prentice-Hall, 1964 (pp. 271-339). Zbl0189.19702

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