NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

Douglas Montgomery; L. E. Contreras

NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

Adaptive filtering has been suggested as a short-term-forecasting technique that is superior to other time series analysis methods. This note discusses several aspects of adaptive filtering and indicates its equivalence to an autoregressive process. The performance of adaptive filtering and two other forecasting techniques are compared for a particular time series.

Original language	English (US)
Title of host publication	Operational Research Quarterly
Volume	28
Edition	1
State	Published - 1977
Externally published	Yes

ASJC Scopus subject areas

Management of Technology and Innovation

Cite this

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title = "NOTE ON FORECASTING WITH ADAPTIVE FILTERING.",

abstract = "Adaptive filtering has been suggested as a short-term-forecasting technique that is superior to other time series analysis methods. This note discusses several aspects of adaptive filtering and indicates its equivalence to an autoregressive process. The performance of adaptive filtering and two other forecasting techniques are compared for a particular time series.",

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AU - Montgomery, Douglas

AU - Contreras, L. E.

PY - 1977

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NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

Abstract

ASJC Scopus subject areas

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