我会牢牢记住你的脸>退休计算器简笔画蛋糕AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
期刊名称： Journal of Time Series Analysis
作者： R. H. Shumway,D. S. Stoffer怎样不脱发
作者机构： University of California, Davis,University of Pittsburgh
青年人才培养年份： 1982年
软件验收报告期号： 第4期
关键词： Missing data;Kalman filter;EM algorithm;forecasting;maximum
搞笑的小故事likelihood
摘要：An approach to smoothing and forecasting for time ries with missing obrvations is propod. For an underlying state-space model, the EM algorithm is ud in conjunction with the conventional Kalman smoothed estimators to derive a simple recursive procedure for estimating the pa
rameters by maximum likelihood. An example is given which involves smoothing and forecasting an economic ries using the maximum likelihood estimators for the parameters.
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