The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
Abstract
Abstract.An approach to smoothing and forecasting for time series with missing observations is proposed. For an underlying state‐space model, the EM algorithm is used in conjunction with the conventional Kalman smoothed estimators to derive a simple recursive procedure for estimating the parameters by maximum likelihood. An example is given which involves smoothing and forecasting an economic series using the maximum likelihood estimators for the parameters.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Maximum Likelihood from Incomplete Data Via the EM Algorithm
Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1977.tb01600.x · Cited by 50,444
A New Approach to Linear Filtering and Prediction Problems
Kalman, R. E. (1960) · Journal of Basic Engineering · doi:10.1115/1.3662552 · Cited by 31,751
Cited by
(2003) · Cited by 1,680
Formulating, Identifying and Estimating the Technology of Cognitive and Noncognitive Skill Formation
Cunha, F., & Heckman, J. J. (2008) · Journal of Human Resources · doi:10.3368/jhr.43.4.738 · Cited by 1,468
Single-case experimental designs: a systematic review of published research and current standards
Smith, J. D. (2012) · Psychological Methods · doi:10.1037/a0029312 · Cited by 630
“…of options such as full information maximum likelihood estimation, multiple imputation, or the Kalman filter (see Box & Jenkins, 1970; Hamilton, 1994; Shumway & Stoffer, 1982) because listwise deletion has been shown to result in inaccurate time-series parameter estimates (Velicer & Colby, 2005a).”
BackgroundApplied Stochastic Differential Equations
Särkkä, S., & Solin, A. (2019) · doi:10.1017/9781108186735 · Cited by 326
Estimating common trends in multivariate time series using dynamic factor analysis
Zuur, A. F., Fryer, R. J., Jolliffe, I. T., Dekker, R., & Beukema, J. J. (2003) · Environmetrics · doi:10.1002/env.611 · Cited by 311
Metadata
- Authors
- Shumway, R. H., & Stoffer, D. S.
- Venue
- Journal of Time Series Analysis
- Publisher
- Wiley
- Published
- 1982-07
- Volume
- 3
- Issue
- 4
- Pages
- 253-264
- ISSN
- 0143-9782 (ISSN-L)
- 1467-9892
- OpenAlex
- W1963718895
- Cited by
- 1,470
- References
- 2
- FWCI
- 3.13
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. https://app.cochat.ai/papers/10.1111/j.1467-9892.1982.tb00349.x
- The paper
- Shumway, R. H., & Stoffer, D. S. (1982). AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. Journal of Time Series Analysis. https://doi.org/10.1111/j.1467-9892.1982.tb00349.x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
