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
Access Full Article
topHow to cite
topWheelwright, 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
top- [1] MONTGMOMERY Douglas C., « Adaptive Control of Exponential Smoothing Parameters by Evolutionary Operation », AIIE Transactions, September 1970.
- ROBERTS S. D. and REED R., « The Development of a Self-Adaptive Forecasting, AIIE Transactions, December 1969.
- TRIGG D. W. and LEACH A. D., « Exponential Smoothing with an Adaptive Response Rate », Operations Research Quaterly, March 1967.
- WHYBARK D. Clay, « A Comparison of Adaptive Forecasting Techniques », Paper No. 302, Graduate School of Industrial Administration, Purdue University, Lafayette, Indiana, March, 1971.
- [2] BROWN Robert G., Smoothing Forecasting and Prediction of Discrete Time Series, Englewood Cliffs, New Jersey : Prentice-Hall, 1963. Zbl0192.25606
- [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.
- [4] MORRISON Norman, Introduction to Sequential Smoothing and Prediction, New York, McGraw-Hill Book Co., 1969.
- [5] Box George E. P. and JENKINS Gwilym M., Time Series Analysis, San Francisco, California : Holden-Day, 1970. Zbl0363.62069MR272138
- [6] WIENER Norbert, Extrapolation, Interpolation and Smoothing of Stationary Time Series with Engineering Applications, New York : Wiley, 1949. Zbl0036.09705MR31213
- [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
- [8] WIDROW Bernard, « Adaptive Filters 1 : Fundamentals, « SU-SEL-66-126. Systems Theory Laboratory, Stanford University, Stanford, California, December 1966.
- [9] PERTUZ Alexis, « Adaptive Time Series Forecasting », Unpublished Term Paper, Stanford Business School, Stanford, California, June 1968.
- [10] WILDE Douglas J. and BEIGHTER Charles S., Foundations of Optimization, Englewood Cliffs, N.J. : Prentice-Hall, 1964 (pp. 271-339). Zbl0189.19702
Citations in EuDML Documents
top- Joël Guiot, Mise en œuvre d'une méthode d'analyse multivariée de séries chronologiques dans un but de reconstructions dendroclimatiques concernant les Alpes du Sud
- Michel Terraza, Prévision à court terme des séries temporelles économiques. L'estimation des modèles ARMA par l'algorithme de la plus grande pente
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.