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Forecasting based on time series with correlated errors by information preserving filter. Demand forecasting from information theory. (English) Zbl 0327.62058

MSC:

62M20 Inference from stochastic processes and prediction
93E10 Estimation and detection in stochastic control theory
94A15 Information theory (general)
60G35 Signal detection and filtering (aspects of stochastic processes)
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[1] DOI: 10.1080/00207727108920194 · Zbl 0244.93058 · doi:10.1080/00207727108920194
[2] GEL’FAND I. M., Am. math. Soc. Transl. 12 pp 199– (1959)
[3] DOI: 10.1109/TAC.1970.1099422 · doi:10.1109/TAC.1970.1099422
[4] DOI: 10.1080/00207727508941874 · Zbl 0325.94014 · doi:10.1080/00207727508941874
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