RT Report
T1 Forecasting linear dynamical systems using subspace methods
A1 García Hiernaux, Alfredo Alejandro
AB A new procedure to predict with subspace methods is presented in this paper. It is based on combining multiple forecasts obtained from setting a range of values for a specic parameter that is typically xed by the user in the subspace methods literature. An algorithm to compute these predictions and to obtain a suitable number of combinations is provided. The procedure is illustrated by forecasting the German gross domestic product.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
YR 2009
FD 2009
LK https://hdl.handle.net/20.500.14352/56673
UL https://hdl.handle.net/20.500.14352/56673
LA eng
NO Ministerio de Educación y Ciencia
DS Docta Complutense
RD 8 abr 2025