๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A new hybrid forecasting algorithm and its application in economic analysis

โœ Scribed by Shejiao Li; Bing Lv; Chuanbo Wen


Book ID
107502889
Publisher
SP Science Press
Year
2007
Tongue
English
Weight
196 KB
Volume
24
Category
Article
ISSN
0217-9822

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A linear forecasting model and its appli
โœ Georg Peters ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 161 KB

## Abstract We present a forecasting model based on fuzzy pattern recognition and weighted linear regression. In this model fuzzy pattern recognition is used to find homogeneous fuzzy classes in a heterogeneous data set. It is assumed that the classes represent typical situations. For each class a

Conditional Markov chain and its applica
โœ Jushan Bai; Peng Wang ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 725 KB

Motivated by the great moderation in major US macroeconomic time series, we formulate the regime switching problem through a conditional Markov chain. We model the long-run volatility change as a recurrent structure change, while short-run changes in the mean growth rate as regime switches. Both str