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Exponential Smoothing for Multivariate Time Series

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1966
Summary A method is presented for estimating the optimum weight matrix for the exponential smoothing and prediction of multivariate time series. A recursive version of the estimation equations is given. A variation allows the estimation to forget the remote past in order to follow a process in which the structure varies slowly with time.
openaire   +2 more sources

Dynamic Thermography-Based Early Breast Cancer Detection Using Multivariate Time Series. [PDF]

open access: yesSensors (Basel)
Espejel-Rivera MA   +3 more
europepmc   +1 more source

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