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一类动态非线性统计模型的估计与预测AI 解读

A class of nonlinear state-space models, characterized by a single source of randomness, is introduced. A special case, the model underpinning the multiplicative Holt-Winters method of forecasting, is identified. Maximum likelihood estimation based on exponential smoothing instead of a Kalman filter, and with the potential to be applied in contexts involving non-Gaussian disturbances, is considered. A method for computing prediction intervals is proposed and evaluated on…

空间结构要素：一种定量方法AI 解读

1. Introduction Part I. Static Aspects of Regional Structure: 2. Regions as combinatorial structures 3. Regions as ordered series 4. Regions as surfaces Part II. Dynamic Aspects of Regional Structure: 5. Spatial comparison of time series: a framework 6. Spatial comparison of time series: I. Contagious processes 7. Spatial comparison of time series: II. Unemployment in South-West England Part III. Autocorrelation and Forecasting: 8. Spatial autocorrelation 9. The analysis of…