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