Estimation of trends and identification of time series dynamics in short observation sections-Reference-Cited by-同舟云学术

Estimation of trends and identification of time series dynamics in short observation sections

Published:2009-02 Issue:1 Volume:48 Page:1-13
ISSN:1064-2307
Container-title:Journal of Computer and Systems Sciences International
language:en
Short-container-title:J. Comput. Syst. Sci. Int.

Author:

Lomov A. A.

Publisher

Pleiades Publishing Ltd

Subject

Applied Mathematics,Computer Networks and Communications,Computer Vision and Pattern Recognition,Information Systems,Theoretical Computer Science,Control and Systems Engineering,Software

Link

http://link.springer.com/content/pdf/10.1134/S1064230709010018.pdf

Reference32 articles.

1. G. E. P. Box, and G. M. Jenkins, Time Series Analysis, Forecasting and Control (Holden-Day, San-Francisco, 1970; Mir, Moscow, 1974).

2. R. L. Kashyap, and A. R. Rao, Dynamic Stochastic Models from Emperical Data (Academic Press, New York, 1976; Nauka, Moscow, 1983).

3. D. S. G. Pollock, “Trend Estimation and De-Trending Via Rational Squarewave Filters,” J. Econometrics 99(2), 317–334 (2000).

4. A. A. Lomov, “Ortoregression Methods of Estimation of Parameters and Problems of Trend Separation in Linear Systems”, Different. Uravn. Protsessy Upravl. 2, 1–86 (2005) ( http://www.neva.ru/journal ).

5. A. A. Lomov, “Signal Reconstruction in Linear Systems with Trends,” Avtom. Telemekh., 7, 29–36 (2008).

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