Signal diffusion mapping : optimal forecasting with time-varying lags
Year of publication: |
January 2016
|
---|---|
Authors: | Gaskell, Paul ; McGroarty, Frank ; Tiropanis, Thanassis |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 1, p. 70-85
|
Subject: | Bayes estimators | lead–lag | causality | particle filters | Prognoseverfahren | Forecasting model | Innovationsdiffusion | Innovation diffusion | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Lag-Modell | Lag model | Signalling | Zustandsraummodell | State space model |
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