Multistep prediction error methods for linear time series models are considered from both a theoretical and a practical standpoint. The emphasis is on autoregressive moving-average (ARMA) models for which a multistep prediction error estimation method (PEM) is developed. The results of a Monte Carlo
β¦ LIBER β¦
A Bayesian Multiple Models Combination Method for Time Series Prediction
β Scribed by V. Petridis; A. Kehagias; L. Petrou; A. Bakirtzis; S. Kiartzis; H. Panagiotou; N. Maslaris
- Book ID
- 110308902
- Publisher
- Springer Netherlands
- Year
- 2001
- Tongue
- English
- Weight
- 228 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0921-0296
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## Abstract The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional NadarayaβWatson method and wi