Predicting Time SeriesUsing an Automatic New Algorithm of the Kalman Filter

Time series forecasting is one of the main venues followed by researchers in all areas. For this reason, we develop a new Kalman filter approach, which we call the alternative Kalman filter. The search conditions associated with the standard deviation of the time series determined by the alternative...

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Bibliographic Details
Main Authors: Juan D. Borrero, Jesus Mariscal
Format: Article
Language:English
Published: MDPI AG 2022-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/16/2915