Abstract
Adaptive filtering has been suggested as a short-term-forecasting technique that is superior to other time series analysis methods. This note discusses several aspects of adaptive filtering and indicates its equivalence to an autoregressive process. The performance of adaptive filtering and two other forecasting techniques are compared for a particular time series.
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Montgomery, D., Contreras, L. A Note on Forecasting with Adaptive Filtering. J Oper Res Soc 28, 87–91 (1977). https://doi.org/10.1057/jors.1977.8
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DOI: https://doi.org/10.1057/jors.1977.8