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• W2669894597 abstract "The paper describes a unified, recursive approach to signal processing for nonstationary time-series. I his approach allows tor all aspects of signal processing, from model identification and estimation, through signal smoothing and interpolation, to adaptive prediction and forecasting. The paper concentrates on off-line methods for univariate time-series but the methods can be generalised to bivariate and multivariate (vector) time-series, as well as 2-D signal and image processing. On-line alternatives to the procedures discussed here are straightforward and some of these arc dioouoocd in a companion publication." @default.
• W2669894597 created "2017-06-30" @default.
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• W2669894597 date "1988-08-01" @default.
• W2669894597 modified "2023-10-16" @default.
• W2669894597 title "Recursive Extrapolation, Interpolation and Smoothing of Nonstationary Time-series" @default.
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• W2669894597 doi "https://doi.org/10.1016/s1474-6670(17)54701-1" @default.
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