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- W57794423 abstract "Autoregressive models, with constant coefficients, are basic models in time series analysis. They also serve as a basis to the famous e-transformation due to Shanks (1955) or its equivalent ε-algorithm due to Wynn (1956) for accelerating the convergence of sequences. Some of the modern convergence acceleration methods, such as the t- and u-transformations (Levin, 1973) and the d-transformation (Levin and Sidi, 1981) are based upon a modification of the autoregressive model which includes a certain type of time varying coefficients,The scope of sequences (time series) covered by the new model is significantly widened. As a result the new d-transformation accelerates efficiently a wider class of sequences. For example, the new model suits time series of algebraic type or of any type which is a combination of exponential (sinusoidal) and algebraic types. Algebraic rules for determining the order of the model are given. Some properties of the new model are presented and the application of the model to time series analysis is discussed. The rational approximations obtained by the new model are investigated and compared with ordinary Padé rational approximants which result out of ordinary autoregressive models. Multi-dimensional autoregressive models are also discussed and a result from the field of multi-dimensional sequence transformations is applied to multi-dimensional prediction." @default.
- W57794423 created "2016-06-24" @default.
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- W57794423 date "1984-01-01" @default.
- W57794423 modified "2023-09-27" @default.
- W57794423 title "AN AUTOREGRESSIVE MODEL WITH VARYING COEFFICIENTS WITH APPLICATION TO PREDICTION" @default.
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- W57794423 doi "https://doi.org/10.1016/b978-0-08-030156-3.50016-3" @default.
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