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Dtic Ada1049393%3a Minimum Mean Square Error Prediction Of Autoregressive Moving Average Time Series. by Defense Technical Information Center
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1DTIC ADA1049393: Minimum Mean Square Error Prediction Of Autoregressive Moving Average Time Series.
By Defense Technical Information Center
A computer program is described and presented for calculating finite memory predictors and prediction variances for autoregressive moving average time series models. The Cholesky decomposition algorithm is used, and a number of simplifying results are described and implemented in the program. (Author)
“DTIC ADA1049393: Minimum Mean Square Error Prediction Of Autoregressive Moving Average Time Series.” Metadata:
- Title: ➤ DTIC ADA1049393: Minimum Mean Square Error Prediction Of Autoregressive Moving Average Time Series.
- Author: ➤ Defense Technical Information Center
- Language: English
“DTIC ADA1049393: Minimum Mean Square Error Prediction Of Autoregressive Moving Average Time Series.” Subjects and Themes:
- Subjects: ➤ DTIC Archive - Newton,H Joseph - TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS - *TIME SERIES ANALYSIS - *REGRESSION ANALYSIS - *ERROR ANALYSIS - *MEAN - COMPUTER PROGRAMS - ALGORITHMS - RANDOM VARIABLES - MATRICES(MATHEMATICS) - WHITE NOISE - STATISTICAL SAMPLES - FORTRAN - POLYNOMIALS - NUMERICAL METHODS AND PROCEDURES - DECOMPOSITION
Edition Identifiers:
- Internet Archive ID: DTIC_ADA1049393
Downloads Information:
The book is available for download in "texts" format, the size of the file-s is: 13.17 Mbs, the file-s for this book were downloaded 55 times, the file-s went public at Wed May 20 2020.
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