مقارنة لأساليب التقدير التكرارية للبيانات المرتبطة ذاتيا

الملخص EN

In this study, we review the ARIMA (p, d, q), the EWMA and the DLM (dynamic linear moodelling) procedures in brief in order to accomdate the ac (autocorrelation) structure of data .We consider the recursive estimation and prediction algorithms based on Bayes and KF (Kalman filtering) techniques for correlated observations.We investigate the effect on the MSE of these procedures and compare them using generated data.