PREDICTION OF α-STABLE PROCESSES WITH INCOMPLETE PAST

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Abolhasani Ali; Aminghafari Mina

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Seminar Paper

Paper Information

Seminar: ANNUAL IRANIAN MATHEMATICS CONFERENCE
Year:2012 | Issue:43

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Title

PREDICTION OF α-STABLE PROCESSES WITH INCOMPLETE PAST

Author(s)

Abolhasani Ali | Aminghafari Mina | Issue Writer Certificate

Keywords

α-STABLE RANDOM PROCESSES

MISSING VALUE

TIME SERIES

Abstract

MOHAMMADI AND MOHAMMAD POUR (2009), PRESENT A METHOD FOR THE BEST LINEAR PREDICTION IN THE CASE OF Α-STABLE RANDOM PROCESSES WITH COMPLETE PAST. IN THIS PAPER, WE EXTEND THEIR METHOD TO FIND BEST LINEAR PREDICTION FOR Α-STABLE RANDOM PROCESSES WITH INCOMPLETE PAST I.E. WE HAVE MISSING DATA. SIMULATION IS PRESENTED FOR COMPARING NEW METHOD AND MINIMUM DISPERSION METHOD. THE SIMULATIONS PROVES GOOD PERFORMANCE OF PROPOSED METHOD.

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APA: Copy

Abolhasani, Ali, & Aminghafari, Mina. (2012). PREDICTION OF α-STABLE PROCESSES WITH INCOMPLETE PAST. ANNUAL IRANIAN MATHEMATICS CONFERENCE. SID. https://sid.ir/paper/925028/en

Vancouver: Copy

Abolhasani Ali, Aminghafari Mina. PREDICTION OF α-STABLE PROCESSES WITH INCOMPLETE PAST. 2012. Available from: https://sid.ir/paper/925028/en

IEEE: Copy

Ali Abolhasani, and Mina Aminghafari, “PREDICTION OF α-STABLE PROCESSES WITH INCOMPLETE PAST,” presented at the ANNUAL IRANIAN MATHEMATICS CONFERENCE. 2012, [Online]. Available: https://sid.ir/paper/925028/en

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