Exponential Smoothing for Multivariate Time Series
- 1 January 1966
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 28 (1) , 241-251
- https://doi.org/10.1111/j.2517-6161.1966.tb00637.x
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- An Experiment in Non-Linear PredictionJournal of Applied Meteorology, 1965
- Prediction by Progressive CorrectionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1964
- AN INTRODUCTION TO ESTIMATION THEORY FOR DYNAMICAL SYSTEMSPublished by Defense Technical Information Center (DTIC) ,1963
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrixBiometrika, 1963
- Some Statistical Aspects of Adaptive Optimization and ControlJournal of the Royal Statistical Society Series B: Statistical Methodology, 1962
- Prediction by Exponentially Weighted Moving Averages and Related MethodsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960