Parametrizations, weights, and optimal prediction
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DOI: 10.1080/03610926.2019.1642489
Abstract: Abstract The goal of the present paper is to predict the future value based on previously observed time series y0, yn which are correlated with the constant trend, i.e. We show that the construction of… read more here.
Keywords: parametrizations weights; parametrization; geometry; prediction ... See more keywords