NOTE ON FORECASTING WITH ADAPTIVE FILTERING.

Douglas Montgomery, L. E. Contreras

Research output: Chapter in Book/Report/Conference proceedingChapter

8 Scopus citations

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

ASJC Scopus subject areas

  • Management of Technology and Innovation

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  • Cite this

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