Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)
- 1991.10a
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- Pages.198-198
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- 1991
Adaptive forecasts to detect random level changes and outliers in changing levels model
- Jun, Duk-Bin (Department of Management Science, Korea Advenced Institute and Technology) ;
- Lee, Sang-Kwon (Department of Management Science, Korea Advenced Institute and Technology)
- Published : 1991.10.01
Abstract
Keywords
- Level Change;
- Outlier;
- Change Type;
- Adaptive Forecast;
- Kaluman Filter;
- Dynamic Linear Model;
- Exponential Smoothing.