## Abstract A new forecasting nonβGaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu's method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting
β¦ LIBER β¦
A comparison of approximate Bayesian forecasting methods for non-Gaussian time series
β Scribed by Raffaella Settimi; Jim Q. Smith
- Book ID
- 118280473
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 187 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0277-6693
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