On causal extrapolation of sequences with applications to forecasting
dc.contributor.author | Dokuchaev, Nikolai | |
dc.date.accessioned | 2018-04-30T02:39:39Z | |
dc.date.available | 2018-04-30T02:39:39Z | |
dc.date.created | 2018-04-16T07:41:30Z | |
dc.date.issued | 2018 | |
dc.identifier.citation | Dokuchaev, N. 2018. On causal extrapolation of sequences with applications to forecasting. Applied Mathematics and Computation. 328: pp. 276-286. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/66221 | |
dc.identifier.doi | 10.1016/j.amc.2018.01.038 | |
dc.description.abstract |
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.publisher | Elsevier Inc. | |
dc.title | On causal extrapolation of sequences with applications to forecasting | |
dc.type | Journal Article | |
dcterms.source.volume | TBA | |
dcterms.source.number | TBA | |
dcterms.source.startPage | 1 | |
dcterms.source.endPage | 20 | |
dcterms.source.issn | 0096-3003 | |
dcterms.source.title | Applied Mathematics and Computation | |
curtin.department | School of Electrical Engineering, Computing and Mathematical Science (EECMS) | |
curtin.accessStatus | Fulltext not available |
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