Accession Number : AD0737646
Title : On the Error of Prediction of a Time Series.
Descriptive Note : Technical rept.,
Corporate Author : PRINCETON UNIV N J DEPT OF STATISTICS
Personal Author(s) : Bloomfield,P.
Report Date : FEB 1972
Pagination or Media Count : 15
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)
Descriptors : (*TIME SERIES ANALYSIS, MATHEMATICAL PREDICTION), STOCHASTIC PROCESSES, TRANSFER FUNCTIONS, APPROXIMATION(MATHEMATICS), ERRORS, STATISTICAL TESTS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE