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62M20 Prediction (42 articles)

• Bakouch, Hassan S.; Gabr, Mahmoud Mohamed; El-Hadidy, Shimaa M.: Modeling a flexible uni/bimodal $\mathbb {Z}$-valued time series with discrete double Lindley innovations: Forecasting via hybrid and statistical approaches. (English). Applications of Mathematics, vol. 71 (2026), issue 5, pp. 711-741
• Bejda, Přemysl; Cipra, Tomáš: Exponential smoothing based on L-estimation. (English). Kybernetika, vol. 51 (2015), issue 6, pp. 973-993
• Hanzák, Tomáš: Holt-Winters method with general seasonality. (English). Kybernetika, vol. 48 (2012), issue 1, pp. 1-15
• Hanzák, Tomáš; Cipra, Tomáš: Exponential smoothing for time series with outliers. (English). Kybernetika, vol. 47 (2011), issue 2, pp. 165-178
• Mandel, Jan; Cobb, Loren; Beezley, Jonathan D.: On the convergence of the ensemble Kalman filter. (English). Applications of Mathematics, vol. 56 (2011), issue 6, pp. 533-541
• Hong, Shaohua; Shi, Zhiguo; Chen, Kangsheng: EKF-based dual synchronization of chaotic colpitts circuit and Chua’s circuit. (English). Kybernetika, vol. 44 (2008), issue 4, pp. 482-491
• Cipra, Tomáš; Hanzák, Tomáš: Exponential smoothing for irregular time series. (English). Kybernetika, vol. 44 (2008), issue 3, pp. 385-399
• Štulajter, František: MSE of the best linear predictor in nonorthogonal models. (English). Mathematica Slovaca, vol. 57 (2007), issue 1, pp. 83-91
• Cipra, Tomáš: Exponential smoothing for irregular data. (English). Applications of Mathematics, vol. 51 (2006), issue 6, pp. 597-604
• Ranocha, Pavel: Efficiency of some algorithms for prediction in finite stationary time series. (English). Kybernetika, vol. 40 (2004), issue 6, pp. [703]-714
• Zvára, Petr: On geometric ergodicity and prediction in nonnegative non-linear autoregressive processes. (English). Kybernetika, vol. 40 (2004), issue 6, pp. [691]-702
• Allende, Héctor; Moraga, Claudio; Salas, Rodrigo: Artificial neural networks in time series forecasting: a comparative analysis. (English). Kybernetika, vol. 38 (2002), issue 6, pp. [685]-707
• Krejčíř, Pavel: Development of the kriging method with application. (English). Applications of Mathematics, vol. 47 (2002), issue 3, pp. 217-230
• Franěk, Petr: On improving sensitivity of the Kalman filter. (English). Kybernetika, vol. 38 (2002), issue 4, pp. [425]-443
• Víšek, Jan Ámos: Combining forecasts using the least trimmed squares. (English). Kybernetika, vol. 37 (2001), issue 2, pp. [183]-204
• Klotz, Lutz: An interpolation problem for multivariate stationary sequences. (English). Kybernetika, vol. 36 (2000), issue 3, pp. [321]-327
• Anděl, Jiří; Dupač, Václav: Extrapolations in non-linear autoregressive processes. (English). Kybernetika, vol. 35 (1999), issue 3, pp. [383]-389
• Anděl, Jiří; Neuhaus, Georg: Extrapolation in fractional autoregressive models. (English). Kybernetika, vol. 34 (1998), issue 3, pp. [309]-316
• Flusser, Jan; Suk, Tomáš: On selecting the best features in a noisy environment. (English). Kybernetika, vol. 34 (1998), issue 4, pp. [411]-416
• Cipra, Tomáš: Dynamic credibility with outliers and missing observations. (English). Applications of Mathematics, vol. 41 (1996), issue 2, pp. 149-159
• Ratinger, Tomáš: Seasonal time series with missing observations. (English). Applications of Mathematics, vol. 41 (1996), issue 1, pp. 41-55
• Kubáček, Lubomír; Kubáčková, Ludmila: Kalman filter with variance components. (English). Mathematica Slovaca, vol. 45 (1995), issue 5, pp. 523-540
• Koubková, Alena: Two special models of $AR(n)$ processes with time-dependent random parameters. (English). Kybernetika, vol. 31 (1995), issue 4, pp. 347-357
• Cipra, Tomáš: Asymmetric recursive methods for time series. (English). Applications of Mathematics, vol. 39 (1994), issue 3, pp. 203-214
• Cipra, Tomáš; Romera, Rosario: Robust Kalman filter and its application in time series analysis. (English). Kybernetika, vol. 27 (1991), issue 6, pp. 481-494
• Štulajter, František: Robustness of the best linear unbiased estimator and predictor in linear regression models. (English). Aplikace matematiky, vol. 35 (1990), issue 2, pp. 162-168
• Budinský, Petr: On the equivalence of two methods for interpolation. (English). Kybernetika, vol. 25 (1989), issue 6, pp. 461-466
• Cipra, Tomáš: Some problems of exponential smoothing. (English). Aplikace matematiky, vol. 34 (1989), issue 2, pp. 161-169
• Anděl, Jiří; Gómez, María; Vega, Carlos: Stationary distribution of some nonlinear $AR(1)$ processes. (English). Kybernetika, vol. 25 (1989), issue 6, pp. 453-460
• Stockinger, Norbert; Dutter, Rudolf: Robust time series analysis: a survey. (English). Kybernetika, vol. 23 (1987), issue 7, pp. (1),3-88
• Cipra, Tomáš; Motyková, I.: Study on Kalman filter in time series analysis. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 28 (1987), issue 3, pp. 549-563
• Barrett, John F.; Moir, Thomas J.: A unified approach to multivariable discrete-time filtering based on the Wiener theory. (English). Kybernetika, vol. 23 (1987), issue 3, pp. 177-197
• Anděl, Jiří; Rubio, Asunción: On interpolation in periodic autoregressive processes. (English). Aplikace matematiky, vol. 31 (1986), issue 6, pp. 480-485
• Korbicz, Józef: State estimation in discrete-time distributed parameter systems under incomplete priori information about the system. (English). Kybernetika, vol. 21 (1985), issue 6, pp. 470-479
• Koubková, Alena: First-order autoregressive processes with time-dependent random parameters. (English). Kybernetika, vol. 18 (1982), issue 5, pp. 408-414
• Kubáčková, Ludmila; Kubáček, Lubomír: Generalized method of least squares collocation. (English). Aplikace matematiky, vol. 27 (1982), issue 6, pp. 446-456
• Cipra, Tomáš: Improvement of prediction for a larger number of steps in discrete stationary processes. (English). Aplikace matematiky, vol. 27 (1982), issue 2, pp. 118-127
• Prouza, Ludvík: On the detection of a finite binary sequence in the presence of an interfering binary sequence. (English). Kybernetika, vol. 18 (1982), issue 3, pp. 191-200
• Cipra, Tomáš: Improvement of extrapolation in multivariate stationary processes. (English). Kybernetika, vol. 17 (1981), issue 3, pp. 234-243
• Peterka, Václav: Real-time parameter estimation and output prediction for ARMA-type system models. (English). Kybernetika, vol. 17 (1981), issue 6, pp. 526-533
• Anděl, Jiří: On extrapolation in multiple ARMA processes. (English). Kybernetika, vol. 16 (1980), issue 6, pp. (498)-511
• Hájek, Miloslav: A contribution to the parameter estimation of a certain class of dynamical systems. (English). Kybernetika, vol. 8 (1972), issue 2, pp. (165)-173