Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/101610
Type: Artigo de evento
Title: Parallel And Distributed Computational Multivariate Time Series Modeling In The State Space
Author: Bottura C.P.
Bordon M.J.
Barreto G.
Tamariz A.D.R.
Abstract: In this paper a parallel and distributed computational procedure using a subspace method developed by Masanao Aoki for state space modeling of multivariate time series is proposed and implemented. The parallel solution of the Riccati equation due to the large computational effort it requires receives a special attention. For model evaluation, short time predictions, where a central role is played by a Kalman filtering approach are tested and some results are presented.
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Rights: fechado
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Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-0036056266&partnerID=40&md5=06f0c5db7ebacdda1b9799d78d7206e6
Date Issue: 2002
Appears in Collections:Unicamp - Artigos e Outros Documentos

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