✦ LIBER ✦
Minimum variance prediction of bilinear time series: Direct and adaptive versions
✍ Scribed by Ewa M. Bielińska
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 685 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0277-6693
No coin nor oath required. For personal study only.
✦ Synopsis
Bilinear models of time series are considered. Minimum variance predictor for bilinear time series, homogeneous in the input and output, is proposed. Results of minimum variance prediction of bilinear time series are included. They are compared to the results of linear prediction of bilinear time series.
A minimum variance prediction algorithm for bilinear time series of the general form is developed and an adaptive version of minimum variance algorithm is derived.