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|
|State||Published - 1977|
ASJC Scopus subject areas
- Management of Technology and Innovation