Extrapolating time series by discounted least squares
نویسندگان
چکیده
منابع مشابه
Extrapolating time series by discounted least squares
An approximating function is fitted to a time series, such as daily observation. The fitting is carried out over all past time by weighted least squares with an exponential weight factor• The approximating function is restricted to be a solution of a certain linear differential equation of the mth order having constant coefficients. The solution which minimizes the least square expression can b...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1967
ISSN: 0022-247X
DOI: 10.1016/0022-247x(67)90093-5