2004年
Setting method of smoothing constant in exponential smoothing
SICE 2004 ANNUAL CONFERENCE, VOLS 1-3
- ,
- ,
- ,
- ,
- 開始ページ
- 1735
- 終了ページ
- 1738
- 記述言語
- 英語
- 掲載種別
- 出版者・発行元
- SOC INSTRUMENT CONTROL ENGINEERS JAPAN
This article presents a method for setting the smoothing constant in the exponential smoothing. In a practical situation of the trend estimation, the smoothing constant is set relying on an analyst's background. We propose an adaptive setting method of the smoothing constant by solving the problem of tuning the gain of the Kalman filter.
- リンク情報
- ID情報
-
- Web of Science ID : WOS:000231324801158