A forecasting procedure for nonlinear au
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Yuzhi Cai
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Article
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2005
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John Wiley and Sons
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English
β 156 KB
π 1 views
## Abstract Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multiβstepβahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to contro