NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

Douglas Montgomery, L. E. Contreras

Research output: Chapter in Book/Report/Conference proceedingChapter

8 Citations (Scopus)

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 languageEnglish (US)
Title of host publicationOperational Research Quarterly
Volume28
Edition1
StatePublished - 1977
Externally publishedYes

Fingerprint

Adaptive filtering
Time series analysis
Time series

ASJC Scopus subject areas

  • Management of Technology and Innovation

Cite this

Montgomery, D., & Contreras, L. E. (1977). NOTE ON FORECASTING WITH ADAPTIVE FILTERING. In Operational Research Quarterly (1 ed., Vol. 28)

NOTE ON FORECASTING WITH ADAPTIVE FILTERING. / Montgomery, Douglas; Contreras, L. E.

Operational Research Quarterly. Vol. 28 1. ed. 1977.

Research output: Chapter in Book/Report/Conference proceedingChapter

Montgomery, D & Contreras, LE 1977, NOTE ON FORECASTING WITH ADAPTIVE FILTERING. in Operational Research Quarterly. 1 edn, vol. 28.
Montgomery D, Contreras LE. NOTE ON FORECASTING WITH ADAPTIVE FILTERING. In Operational Research Quarterly. 1 ed. Vol. 28. 1977
Montgomery, Douglas ; Contreras, L. E. / NOTE ON FORECASTING WITH ADAPTIVE FILTERING. Operational Research Quarterly. Vol. 28 1. ed. 1977.
@inbook{d3e1aa83d7224b15a2ad0fc0fb8b3c13,
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.",
author = "Douglas Montgomery and Contreras, {L. E.}",
year = "1977",
language = "English (US)",
volume = "28",
booktitle = "Operational Research Quarterly",
edition = "1",

}

TY - CHAP

T1 - NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

AU - Montgomery, Douglas

AU - Contreras, L. E.

PY - 1977

Y1 - 1977

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0346309383&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0346309383&partnerID=8YFLogxK

M3 - Chapter

VL - 28

BT - Operational Research Quarterly

ER -