Choosing a Nonlinear Predictor
作者:
JudithZeh Nelson,
JohnW. Van Ness,
期刊:
Technometrics
(Taylor Available online 1973)
卷期:
Volume 15,
issue 2
页码: 219-231
ISSN:0040-1706
年代: 1973
DOI:10.1080/00401706.1973.10489036
出版商: Taylor & Francis Group
关键词: Time Series Analysis;Stationary Time Series;Moving Average;Nonlinear Prediction;Spectral Analysis;Regression Analysis;Fast Fourier Transform;Spectral Windows
数据来源: Taylor
摘要:
This paper discusses various spectral windows which can be used to estimate spectra and cross-spectra. Suggestions are offered which may be helpful in choosing a window for a particular application. The results of the prediction technique are compared with the results of standard regression analysis on several examples. Criteria are given for choosing between these two approaches to nonlinear prediction.
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