Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51970| Title: | On comparison of classical and cepstrum-based forecasts |
| Authors: | Valoshka, V. A. Kharin, Yu. S. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 221-224 |
| Abstract: | The alternative cepstrum-based approach to forecasting is experimentally compared with the classical correlation-based one. For the class of time se- ries with the polymodal spectral densities the alternative forecast is shown to be sufficiently more accurate then the classical forecast, when both forecasts use the same small number of estimated parameters. |
| URI: | http://elib.bsu.by/handle/123456789/51970 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 221-224.pdf | 794,39 kB | Adobe PDF | View/Open |
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