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dc.contributor.authorDokuchaev, Nikolai
dc.identifier.citationDokuchaev, N. 2018. On causal extrapolation of sequences with applications to forecasting. Applied Mathematics and Computation. 328: pp. 276-286.

The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility to use this for forecasting. This lead to a forecasting method for more general sequences without this feature based on minimization of the mean square error between the observed path and a predicable sequence. These procedure involves calculation of this predictable path; the procedure can be interpreted as causal smoothing. The corresponding smoothed sequences allow unique extrapolations to future times that can be interpreted as optimal forecasts.

dc.publisherElsevier Inc.
dc.titleOn causal extrapolation of sequences with applications to forecasting
dc.typeJournal Article
dcterms.source.titleApplied Mathematics and Computation
curtin.departmentSchool of Electrical Engineering, Computing and Mathematical Science (EECMS)
curtin.accessStatusFulltext not available

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