Skip to content

Predicting Filter

Predicting Filter:

Predicting filters are filters that estimate the next value in a time series from the known previous values. In contrast to smoothing filters , in predicting filters the output at the moment Math image depends only on the values at preceding moments: Math image .

Predicting filters are used in time series analysis . In finance, for example, predicting filters are used to forecast stock prices, currency exchange rates, and other economic indicators from the known values of these indicators in the past.

Examples of predicting filters are the exponential filter and Kalman filter .

The complementary concept is smoothing filter , that may use input values for time moments both preceding and following the current time Math image and, hence, cannot be used in the real time, only post-factum – when the whole record Math image is already available.

Browse Other Glossary Entries

Test Yourself

Planning on taking an introductory statistics course, but not sure if you need to start at the beginning? Review the course description for each of our introductory statistics courses and estimate which best matches your level, then take the self test for that course. If you get all or almost all the questions correct, move on and take the next test.

Data Analytics

Considering becoming adata scientist, customer analyst or our data science certificate program?

Analytics Quiz

Advanced Statistics Quiz

Statistics Quiz


Looking at statistics for graduate programs or to enhance your foundational knowledge?

Statistics 1 Quiz

Regression Quiz

Regression Quiz


Entering the biostatistics field? Test your skill here.

Biostatistics Quiz

Advanced Statistics Quiz

Statistics 2 Quiz

Stay Informed

Our Blog

Read up on our latest blogs


Learn about our certificate programs


Find the right course for you

Contact Us

We'd love to answer your questions

Our mentors and academic advisors are standing by to help guide you towards the courses or program that makes the most sense for you and your goals.

300 W Main St STE 301, Charlottesville, VA 22903

(434) 973-7673

By submitting your information, you agree to receive email communications from All information submitted is subject to our privacy policy. You may opt out of receiving communications at any time.