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A Brief Comparison of Selected Forgetting Methods

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00329792" target="_blank" >RIV/67985556:_____/09:00329792 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    A Brief Comparison of Selected Forgetting Methods

  • Original language description

    This paper brings a comparison of three selected techniques for estimation of slowly varying parameters of input-output models. One of them is the exponential forgetting method, which is the most popular and simplest method, while another method ­ the alternative forgetting ­is based on it. The third selected method is the partial forgetting, which presents a completely different approach to the slowly varying parameters. The comparison of these methods is based on a one-step ahead prediction of a predefined time series with models employing these forgetting methods. The prediction errors are then compared.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BC - Theory and management systems

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA102%2F08%2F0567" target="_blank" >GA102/08/0567: Fully probabilistic design of dynamic decision strategies</a><br>

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2009

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 10th International PhD Workshop on Systems and Control

  • ISBN

    978-80-903834-3-2

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    ÚTIA, AV ČR

  • Place of publication

    Praha

  • Event location

    Hluboká nad Vltavou

  • Event date

    Sep 22, 2009

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article