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Volumn 36, Issue 8, 2000, Pages 1199-1204

Tracking time-varying parameters with local regression

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONTROL SYSTEM ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; POLYNOMIALS; REGRESSION ANALYSIS;

EID: 0034247303     PISSN: 00051098     EISSN: None     Source Type: None    
DOI: 10.1016/S0005-1098(00)00029-7     Document Type: Article
Times cited : (24)

References (10)
  • 1
    • 0342553249 scopus 로고
    • Coplots, nonparametric regression, and conditionally parametric fits
    • Hay ward: Institute of Mathematical Statistics
    • Anderson, T. W., Fang, K. T., & Olkin, I. (1994). Coplots, nonparametric regression, and conditionally parametric fits. Multivariate analysis and its applications (pp. 21-36). Hay ward: Institute of Mathematical Statistics.
    • (1994) Multivariate Analysis and Its Applications , pp. 21-36
    • Anderson, T.W.1    Fang, K.T.2    Olkin, I.3
  • 2
    • 84947318637 scopus 로고
    • Locally weighted regression: An approach to regression analysis by local fitting
    • Cleveland, W. S., & Devlin, S. J. (1988). Locally weighted regression: An approach to regression analysis by local fitting. Journal of the American Statistical Association, 83, 596-610.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 596-610
    • Cleveland, W.S.1    Devlin, S.J.2
  • 3
    • 0032359619 scopus 로고    scopus 로고
    • Direct estimation of low dimensional components in additive models
    • Fan, J., Hardle, W., & Mammen, E. (1998). Direct estimation of low dimensional components in additive models. The Annals of Statistics, 26, 943-971.
    • (1998) The Annals of Statistics , vol.26 , pp. 943-971
    • Fan, J.1    Hardle, W.2    Mammen, E.3
  • 6
    • 0003890150 scopus 로고
    • Forecasting trends and sesonals by exponentially weighted moving averages
    • Carnegie Institute of Technology
    • Holt, C. (1957). Forecasting trends and sesonals by exponentially weighted moving averages. O.N.R. Memorandum 52. Carnegie Institute of Technology.
    • (1957) O.N.R. Memorandum , vol.52
    • Holt, C.1
  • 10
    • 0000082693 scopus 로고
    • Forecasting sales by exponentially weighted movings averages
    • Winters, P. (1960). Forecasting sales by exponentially weighted movings averages. Management Sciences, 6, 324-342.
    • (1960) Management Sciences , vol.6 , pp. 324-342
    • Winters, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.