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同时存在扰动与观测误差的自回归变量预测AI 解读

Past work on prediction formulas for time series, e.g., that of Wiener and Yaglom, has used powerful and general spectral techniques that result in integral formulas difficult to evaluate in practical cases. In this paper the more direct, less powerful approach developed by Muth produces useful and specific results for a broad class of cases that includes virtually every case of a higher order Markov process observed with error. The results provide plausible theoretical…

同时受扰动与观测误差影响的自回归变量预测AI 解读

Past work on prediction formulas for time series, e.g., that of Wiener and Yaglom, has used powerful and general spectral techniques that result in integral formulas difficult to evaluate in practical cases. In this paper the more direct, less powerful approach developed by Muth produces useful and specific results for a broad class of cases that includes virtually every case of a higher order Markov process observed with error. The results provide plausible theoretical…

构造房地产价格指数的回归方法AI 解读

Quality differences make estimation of price indexes for real properties difficult, but these can be largely avoided by basing an index on sales prices of the same property at different times. The problem of combining price relatives of repeat sales of properties to obtain a price index can be converted into a regression problem, and standard techniques of regression analysis can be used to estimate the index. This method of estimation is more efficient than others for…

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