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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2037197432> ?p ?o ?g. }

• W2037197432 abstract "The discounted recursive least-squares concept of R. G. Brown's adaptive smoothing is extended to the Box-Jenkins models. The D.R.L.S. algorithm is derived for the autoregressive moving-average models. Two important applications of the D.R.L.S. for parameter change detection and adaptive forecasting are presented." @default.
• W2037197432 created "2016-06-24" @default.
• W2037197432 creator A5035537249 @default.
• W2037197432 date "1986-10-01" @default.
• W2037197432 modified "2023-09-26" @default.
• W2037197432 title "A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models" @default.
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• W2037197432 doi "https://doi.org/10.1057/jors.1986.168" @default.
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