Smoothing and Extrapolation of Time Series by Means of Discrete Laguerre Polynomials
Norman E. Morrison · SIAM Journal on Applied Mathematics · 1967
Previous article Next article Smoothing and Extrapolation of Time Series by Means of Discrete Laguerre PolynomialsNorman MorrisonNorman Morrisonhttps://doi.org/10.1137/0115047PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] R. J. Duffin and , Th. W. Schmidt, An extrapolator and scrutator, J. Math. Anal. Appl., 1 (1960), 215–227 10.1016/0022-247X(60)90023-8 MR0120761 0096.34401 CrossrefGoogle Scholar[2] R. J. Duffin and , Th. W. Schmidt, A simple formula for prediction and automatic scrutation, Amer. Rocket Soc. Flight Testing Conference, Daytona Beach, Florida, 1959 Google Scholar[3] J. Bruckner and , L. R. Ford, Jr., Recursive digital smoothing, Releasable Internal Memo, Defense Research Corporation, Santa Barbara, California, 1964 Google Scholar[4] R. E. Larson, Analysis of the exponentially weighted polynomial filter, Tech. Memo, 7, Stanford Research Institute, Menlo Park, California, 1964, Contract DA-01-021-AMC-90006(Y) Google Scholar[5] H. D. Helms, Maximally reliable exponential prediction equations for data-rate-limited tracking servomechanisms, Bell System Tech. J., 44 (1965), 2337–2362 CrossrefISIGoogle Scholar[6] R. G. Brown, Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice-Hall, Englewood Cliffs, New Jersey, 1963 0192.25606 Google Scholar[7] Morris J. Gottlieb, Concerning Some Polynomials Orthogonal on a Finite or Enumerable Set of Points, Amer. J. Math., 60 (1938), 453–458 MR1507326 0018.25204 CrossrefGoogle Scholar[8] R. E. Kalman, A new approach to linear filtering and prediction problems, J. Basic Eng., 82 (1960), 35–45 CrossrefGoogle Scholar[9] V. O. Mowery, Least squares recursive differential-correction estimation in non-linear problems, IEEE Trans. Automatic Control, AC-10 (1965), 399–407 10.1109/TAC.1965.1098194 CrossrefISIGoogle Scholar[10] R. C. K. Lee, Optimal estimation, identification and control, Research Mono. 28, M.I.T. Press, Cambridge, 196449ff, Chap. 3 0137.35703 Google Scholar[11] R. J. Duffin and , Ph. Whidden, An exponomial extrapolator, J. Math. Anal. Appl., 3 (1961), 526–536 10.1016/0022-247X(61)90074-9 MR0219218 0123.12103 CrossrefGoogle Scholar[12] John Riordan, An introduction to combinatorial analysis, Wiley Publications in Mathematical Statistics, John Wiley & Sons Inc., New York, 1958xi+244 MR0096594 0078.00805 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails On hilbert space design of least-weighted-squares digital filtersInternational Journal of Circuit Theory and Applications, Vol. 11, No. 1 | 1 Jan 1983 Cross Ref Some Properties of Least-Squares Digital FiltersAnthony D. ThrallSIAM Journal on Applied Mathematics, Vol. 40, No. 2 | 12 July 2006AbstractPDF (759 KB)Extrapolation using multiparameter discounted least squaresJournal of Mathematical Analysis and Applications, Vol. 56, No. 2 | 1 Nov 1976 Cross Ref Estimating the Solution of a Stochastic Difference EquationKenneth N. BerkSIAM Journal on Applied Mathematics, Vol. 21, No. 1 | 12 July 2006AbstractPDF (912 KB)An Efficiency Property of the Exponentially Weighted Least Squares EstimatorsCharlie H. CookeSIAM Journal on Applied Mathematics, Vol. 19, No. 4 | 12 July 2006AbstractPDF (702 KB)Wiener prediction and exponentially discounted least squaresJournal of Mathematical Analysis and Applications, Vol. 29, No. 2 | 1 Feb 1970 Cross Ref Operational calculus for functions of two integer variables with some applicationsJournal of Engineering Physics, Vol. 17, No. 4 | 1 Oct 1969 Cross Ref Smoothing and Extrapolation of Continuous Time Series Using Laguerre PolynomialsNorman MorrisonSIAM Journal on Applied Mathematics, Vol. 16, No. 6 | 12 July 2006AbstractPDF (1768 KB)Extrapolating time series by discounted least squaresJournal of Mathematical Analysis and Applications, Vol. 20, No. 2 | 1 Nov 1967 Cross Ref Volume 15, Issue 3| 1967SIAM Journal on Applied Mathematics479-765 History Submitted:20 January 1966Published online:13 July 2006 InformationCopyright © 1967 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0115047Article page range:pp. 516-538ISSN (print):0036-1399ISSN (online):1095-712XPublisher:Society for Industrial and Applied Mathematics