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On causal extrapolation of sequences wit...

Dokuchaev, Nikolai...

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On causal extrapolation of sequences with applications to forecasting by Dokuchaev, Nikolai ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	27-07-2023
Summary	The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility to use this for forecasting. This lead to a forecasting method for more general sequences without this feature based on minimization of the mean square error between the observed path and a predicable sequence. These procedure involves calculation of this predictable path; the procedure can be interpreted as causal smoothing. The corresponding smoothed sequences allow unique extrapolations to future times that can be interpreted as optimal forecasts.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1208.3278

Citation

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AMA 11th EditionReferences

Dokuchaev, Nikolai. On causal extrapolation of sequences with applications to forecasting. Australian National University. July 27, 2023. Accessed August 09, 2025. https://online.provdatabase.com/cite/5576

APA 7th EditionReferences

Dokuchaev, Nikolai. (2023). On causal extrapolation of sequences with applications to forecasting. Australian National University. https://online.provdatabase.com/cite/5576

Chicago 17th EditionReferences

Dokuchaev, Nikolai. On causal extrapolation of sequences with applications to forecasting. Australian National University. 2023. https://online.provdatabase.com/cite/5576

HarvardReferences

Dokuchaev, Nikolai. (2023). On causal extrapolation of sequences with applications to forecasting. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/5576. (Accessed 09 August 2025).

Harvard AustraliaReferences

Dokuchaev, Nikolai, 2023, On causal extrapolation of sequences with applications to forecasting, Australian National University, viewed 09 August 2025, <https://online.provdatabase.com/cite/5576>

MLA 9th EditionWorks Cited

Dokuchaev, Nikolai. On causal extrapolation of sequences with applications to forecasting. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/5576.

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