Forecasting for discrete time processes based on causal band-limited approximation
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.contributor.editor | Begoña Vitoriano | |
| dc.contributor.editor | Fernando Valente | |
| dc.date.accessioned | 2017-01-30T11:35:37Z | |
| dc.date.available | 2017-01-30T11:35:37Z | |
| dc.date.created | 2013-02-25T20:00:30Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | Dokuchaev, Nikolai. 2013. Forecasting for discrete time processes based on causal band-limited approximation, in Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems (ICORES 2013), Feb 16-18 2013, pp. 82-85. Barcelona, Spain: Institute for Systems and Technologies of Information, Control and Communication (INSTICC). | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/13224 | |
| dc.description.abstract |
We study causal dynamic smoothing of discrete time processes via approximation by band-limited discrete time processes. More precisely, a part of the historical path of the underlying process is approximated in Euclidean norm by the trace of a band-limited process. We analyze related optimization problem and obtain some conditions of solvability and uniqueness. An unique extrapolation to future times of the optimal approximating band-limited process can be interpreted as an optimal forecast. | |
| dc.publisher | SCITEPRESS – Science and Technology Publications | |
| dc.subject | band-limited processes | |
| dc.subject | causal filters | |
| dc.subject | forecasting | |
| dc.subject | discrete time processes | |
| dc.subject | low-pass filters | |
| dc.title | Forecasting for discrete time processes based on causal band-limited approximation | |
| dc.type | Conference Paper | |
| dcterms.source.startPage | 82 | |
| dcterms.source.endPage | 85 | |
| dcterms.source.title | ICORES 2013. Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems | |
| dcterms.source.series | ICORES 2013. Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems | |
| dcterms.source.isbn | 978-989-8565-40-2 | |
| dcterms.source.conference | ICORES 2013: 2nd International Conference on Operations Research and Enterprise Systems | |
| dcterms.source.conference-start-date | Feb 16 2013 | |
| dcterms.source.conferencelocation | Barcelona, Spain | |
| dcterms.source.place | Portugal | |
| curtin.department | ||
| curtin.accessStatus | Fulltext not available |