On the Error of Prediction of a Time Series.
Abstract
Parametric and nonparametric procedures for the prediction of a time series are discussed. In each case the increase in the mean squared error of prediction over its minimum level due to the use of estimated spectra is assessed. The fitting of simple parametric models as approximations is also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1972
- Accession Number
- AD0737646
Entities
People
- P. Bloomfield
Organizations
- Princeton University