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Introduction to special issue commemorating the 50th anniversary of the Kalman Filter and 40th anniversary of Box and Jenkins

✍ Scribed by Terence C. Mills; Ruey S. Tsay; Peter C. Young

Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
53 KB
Volume
30
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.

✦ Synopsis

This special issue of the Journal of Forecasting jointly celebrates the 40th anniversary of the publication of George Box and Gwilym Jenkins' highly infl uential book Time Series Analysis: Forecasting and Control, which introduced a robust and easily implementable strategy for modelling time series, and the 50th anniversary of the appearance of Rudolf Kalman's article 'A new approach to linear fi ltering and prediction problems' in the Journal of Basic Engineering, which has had an extraordinary impact in many diverse fi elds, has led to major advances in recursive estimation, and has introduced the term Kalman fi lter into the lexicon of time series analysis and forecasting. The huge number of papers published in the Journal of Forecasting that reference these two publications bears testament to their seminal status and long-lasting infl uence, making them a natural choice to base a special issue around. Copyright

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