Kalman Filter and Predictor Formulation for Predicting the Price Signal and the Optimal Spacing Interval

Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/103056

DC Field	Value	Language
dc.contributor	經濟系
dc.creator	王春源	zh_TW
dc.creator	Wang, Chun-Yuan
dc.date	1991-09
dc.date.accessioned	2016-10-20T03:51:09Z	-
dc.date.available	2016-10-20T03:51:09Z	-
dc.date.issued	2016-10-20T03:51:09Z	-
dc.identifier.uri	http://nccur.lib.nccu.edu.tw/handle/140.119/103056	-
dc.description.abstract	本文目的是想藉由卡門濾淨與預測方法，來預測價格變動訊號，並提出一個一般化之預測公式。此外，我們也將探討預測之訊息增益與取樣區間長短之關係，由此，推導出最適之取樣區間。The purpose of this note is intended to propose a general formula for predicting the price signal by way of Kalman filter and predictor algorithm. Additionally, we will also explore the relationship between the predictor gain and the time interval of spacing samples, and thereby derive the optimal spacing interval.
dc.format.extent	642806 bytes	-
dc.format.mimetype	application/pdf	-
dc.relation	國立政治大學學報, 63, 473-490
dc.title	Kalman Filter and Predictor Formulation for Predicting the Price Signal and the Optimal Spacing Interval
dc.type	article
item.fulltext	With Fulltext	-
item.openairecristype	http://purl.org/coar/resource_type/c_18cf	-
item.grantfulltext	open	-
item.openairetype	article	-
item.cerifentitytype	Publications	-
Appears in Collections:	期刊論文

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