𝔖 Bobbio Scriptorium
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A Value with Incomplete Communication

✍ Scribed by Gérard Hamiache


Book ID
115611097
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
187 KB
Volume
26
Category
Article
ISSN
0899-8256

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Prediction with incomplete past and inte
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A generalized innovation algorithm is used to solve the problems of prediction of future values based on incomplete past and interpolation of missing values of a stationary time series. The emphasis is on the computational aspects and the proposed method is particularly useful when there are several