Forecasting Intermittent Demand with Generalized State-Space Model.

Kei Takahashi Marina Fujita Kishiko Maruyama Toshiko Aizono Koji Ara

Published in: OR (2014)

Keyphrases

state space model
state vector
state estimation
kalman filter
autoregressive
electricity markets
additive noise
neural network
image sequences
multiscale
feature space
kalman filtering