Forecasting

Intermediate

Predicting future values from past observations.

Full Definition

Predicting future values from past observations.

Keywords

future prediction

Domains

Time Series

Related Terms

ARIMA related to

Classical statistical time-series model.

 State Space Model related to

Models time evolution via hidden states.

 Kalman Filter related to

Optimal estimator for linear dynamic systems.

 Particle Filter related to

Monte Carlo method for state estimation.

 Time Series related to

Sequential data indexed by time.

Concept Map

See how Forecasting connects to other concepts.

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