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Preprints of the Keldysh Institute of Applied Mathematics, 2012, 028, 15 pp.
(Mi ipmp46)
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Fast prediction of quasistationary processes
L. D. Pustyl’nikov
Abstract:
The explicit expressions for prediction in terms of $r$ preceding values are found for an important class of quasistationary processes. They allow to calculate the prediction by performing $O(r \log_2 r)$ or $O(r)$ arithmetic operations.
Citation:
L. D. Pustyl’nikov, “Fast prediction of quasistationary processes”, Keldysh Institute preprints, 2012, 028, 15 pp.
Linking options:
https://www.mathnet.ru/eng/ipmp46 https://www.mathnet.ru/eng/ipmp/y2012/p28
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Statistics & downloads: |
Abstract page: | 155 | Full-text PDF : | 81 | References: | 39 |
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