Adaptive kernel approach to the time series prediction
β Scribed by Marcin Michalak
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 529 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1433-7541
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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
Bilinear models of time series are considered. Minimum variance predictor for bilinear time series, homogeneous in the input and output, is proposed. Results of minimum variance prediction of bilinear time series are included. They are compared to the results of linear prediction of bilinear time se