Monitoring the state space models for exponential smoothing with a tracking signal

被引:0
|
作者
Department of International Business, Kainan University, No. 1, Kainan Road, Lu Chu, Tao Yuan 338, Taiwan [1 ]
机构
来源
J. Chin. Inst. Ind. Eng. | 2008年 / 3卷 / 256-260期
关键词
Forecasting;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [41] On Gaussian Optimal Smoothing of Non-Linear State Space Models
    Sarkka, Simo
    Hartikainen, Jouni
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (08) : 1938 - 1941
  • [42] Simulation smoothing for state-space models: A computational efficiency analysis
    McCausland, William J.
    Miller, Shirley
    Pelletier, Denis
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (01) : 199 - 212
  • [43] Robust Smoothing for State-Space Models with Unknown Noise Statistics
    Dehghannasiri, Roozbeh
    Qian, Xiaoning
    Dougherty, Edward R.
    2018 CONFERENCE RECORD OF 52ND ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS, AND COMPUTERS, 2018, : 1024 - 1028
  • [44] Switching state-space models - Likelihood function, filtering and smoothing
    Billio, M
    Monfort, A
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 68 (01) : 65 - 103
  • [45] Extraction of Airways with Probabilistic State-Space Models and Bayesian Smoothing
    Selvan, Raghavendra
    Petersen, Jens
    Pedersen, Jesper H.
    de Bruijne, Marleen
    GRAPHS IN BIOMEDICAL IMAGE ANALYSIS, COMPUTATIONAL ANATOMY AND IMAGING GENETICS, 2017, 10551 : 53 - 63
  • [46] Identification of Nonlinear State-Space Models Using Joint State Particle Smoothing
    Geng Li-Hui
    Brett, Ninness
    PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016, 2016, : 2166 - 2170
  • [47] Exponential smoothing: The state of the art - Part II
    Gardner, Everette S., Jr.
    INTERNATIONAL JOURNAL OF FORECASTING, 2006, 22 (04) : 637 - 666
  • [48] EXPONENTIAL SMOOTHING - THE STATE OF THE ART - INTRODUCTION TO COMMENTS
    COGGER, KO
    JOURNAL OF FORECASTING, 1985, 4 (01) : 29 - 38
  • [49] INTEGRATION OF EXPONENTIAL SMOOTHING WITH STATE SPACE FORMULATION FOR BUS TRAVEL TIME AND ARRIVAL TIME PREDICTION
    Kumar, Selvaraj Vasantha
    Dogiparthi, Krishna Chaitanya
    Vanajakshi, Lelitha
    Subramanian, Shankar Coimbatore
    TRANSPORT, 2017, 32 (04) : 358 - 367
  • [50] Short-term solar irradiance forecasting using exponential smoothing state space model
    Dong, Zibo
    Yang, Dazhi
    Reindl, Thomas
    Walsh, Wilfred M.
    ENERGY, 2013, 55 : 1104 - 1113