Adaptive filtering revisited
Publication
, Journal Article
Nau, RF; Oliver, RM
Published in: Journal of the Operational Research Society
January 1, 1979
This paper shows that the adaptive filtering and forecasting techniques proposed by Makridakis and Wheelwright can be viewed as approximations to a more precise filtering method in which the Kalman filter is applied to a dynamic autoregressive model which is a special case of the models of Harrison and Stevens. The correct “learning” or “training factors” are shown to be data-dependent matrices rather than scalar constants. © 1979 Operational Research Society Ltd.
Duke Scholars
Published In
Journal of the Operational Research Society
DOI
EISSN
1476-9360
ISSN
0160-5682
Publication Date
January 1, 1979
Volume
30
Issue
9
Start / End Page
825 / 831
Related Subject Headings
- Operations Research
- 49 Mathematical sciences
- 46 Information and computing sciences
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Nau, R. F., & Oliver, R. M. (1979). Adaptive filtering revisited. Journal of the Operational Research Society, 30(9), 825–831. https://doi.org/10.1057/jors.1979.193
Nau, R. F., and R. M. Oliver. “Adaptive filtering revisited.” Journal of the Operational Research Society 30, no. 9 (January 1, 1979): 825–31. https://doi.org/10.1057/jors.1979.193.
Nau RF, Oliver RM. Adaptive filtering revisited. Journal of the Operational Research Society. 1979 Jan 1;30(9):825–31.
Nau, R. F., and R. M. Oliver. “Adaptive filtering revisited.” Journal of the Operational Research Society, vol. 30, no. 9, Jan. 1979, pp. 825–31. Scopus, doi:10.1057/jors.1979.193.
Nau RF, Oliver RM. Adaptive filtering revisited. Journal of the Operational Research Society. 1979 Jan 1;30(9):825–831.
Published In
Journal of the Operational Research Society
DOI
EISSN
1476-9360
ISSN
0160-5682
Publication Date
January 1, 1979
Volume
30
Issue
9
Start / End Page
825 / 831
Related Subject Headings
- Operations Research
- 49 Mathematical sciences
- 46 Information and computing sciences
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences