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مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Information Seminar Paper

Title

BACKWARD PREDICTION FOR MULTIVARIATE STATIONARY PROCESSES

Pages

  -

Abstract

 ONE OF THE MAIN PURPOSE OF MODELING A TIME SERIES IS TO MAKE BACKWARD PREDICTIONS. PREDICTING THE PAST MISSING OR UNRECORDED DATA IS VERY IMPORTANT AND CAN BE HELPFUL IN MANY APPLICATIONS. IN THIS PAPER THE BACKWARD PREDICTION FOR MULTIVARIATE STATIONARY PROCESSES IS DERIVED IN TIME DOMAIN AND SPECTRAL DOMAIN BY APPLYING THE FORWARD REPRESENTATION.

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    APA: Copy

    MOHAMMADPOUR, MEHRNAZ. (2014). BACKWARD PREDICTION FOR MULTIVARIATE STATIONARY PROCESSES. IRANIAN STATISTICAL CONFERENCE. SID. https://sid.ir/paper/920262/en

    Vancouver: Copy

    MOHAMMADPOUR MEHRNAZ. BACKWARD PREDICTION FOR MULTIVARIATE STATIONARY PROCESSES. 2014. Available from: https://sid.ir/paper/920262/en

    IEEE: Copy

    MEHRNAZ MOHAMMADPOUR, “BACKWARD PREDICTION FOR MULTIVARIATE STATIONARY PROCESSES,” presented at the IRANIAN STATISTICAL CONFERENCE. 2014, [Online]. Available: https://sid.ir/paper/920262/en

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