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Multiple Model Adaptive Estimation for Time Series Analysis
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Multiple Model Adaptive Estimation for Time Ser... 128830773X Book Cover

Multiple Model Adaptive Estimation for Time Ser...

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Format:Paperback
Language:English
ISBN:128830773X
Format: Paperback
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Multiple Model Adaptive Estimation for Time Ser... 1025118669 Book Cover

Multiple Model Adaptive Estimation for Time Ser...

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Multiple Model Adaptive Estimation (MMAE) is a Bayesian technique that applies a bank of Kalman filters to predict future observations. Each Kalman filter is based on a different set of parameters and hence produces different residuals. The likelihood of each Kalman filter's...

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Format:Hardcover
Language:English
ISBN:1025118669
Format: Hardcover
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