Lanne, Markku; Luoma, Arto; Luoto, Jani - 2009
noncausal process, knowledge of future errors is required. Because our
approach treats these as unknown parameters, it has the … explicitly included in the analysis. Furthermore, for
5
optimal prediction of a noncausal process, knowledge of future …) requires knowledge of u
1-r
,…,u
0
and v
T+1
,…,v
T+s
,
which cannot be computed directly from the data, but they can be …