[IEEE 2011 IEEE Statistical Signal Processing Workshop (SSP) - Nice, France (2011.06.28-2011.06.30)] 2011 IEEE Statistical Signal Processing Workshop (SSP) - A Kalman filter based DSP method for prediction of seasonal financial time series with application to energy spot price prediction
Sherman, Peter J., Jonsson, Tryggvi, Madsen, HenrikYear:
2011
Language:
english
DOI:
10.1109/SSP.2011.5967697
File:
PDF, 6.84 MB
english, 2011