General prediction formulas involving Hermite polynomials are developed for time series expressed as a transformation of a Gaussian process.The prediction gains over linear predictors are examined numerically,demonstr...General prediction formulas involving Hermite polynomials are developed for time series expressed as a transformation of a Gaussian process.The prediction gains over linear predictors are examined numerically,demonstrating the improvement of nonlinear prediction.展开更多
文摘General prediction formulas involving Hermite polynomials are developed for time series expressed as a transformation of a Gaussian process.The prediction gains over linear predictors are examined numerically,demonstrating the improvement of nonlinear prediction.
