## Abstract We consider the problem of forecasting a stationary time series when there is an unknown mean break close to the forecast origin. Based on the interceptβcorrection methods suggested by Clements and Hendry (1998) and Bewley (2003), a hybrid approach is introduced, where the break and bre
A hybrid fuzzy and neural approach for DRAM price forecasting
β Scribed by T. Chen
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 318 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0166-3615
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