#TITLE_ALTERNATIVE#
Kalman Filter (KF) is an algorithm that combine of the models and observations. Using data KF can to estimate some unobserved parameter such as to estimate a jump in stock return, pricing of commodity state in future time. KF is going to forecast in cases of nonlinier model optimally. Non linier mod...
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/16927 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |