✦ LIBER ✦

Decomposition by causal forces: a procedure for forecasting complex time series

✍ Scribed by J.Scott Armstrong; Fred Collopy; J.Thomas Yokum

Book ID: 113647759
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 142 KB
Volume: 21
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2004.05.001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A forecasting procedure for nonlinear au

A forecasting procedure for nonlinear autoregressive time series models

✍ Yuzhi Cai 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB 👁 1 views

## Abstract Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multi‐step‐ahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to contro

A Comparison of Autoregressive Univariat

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

✍ Richard Meese and John Geweke 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 435 KB

A novel time-series model based on empir

A novel time-series model based on empirical mode decomposition for forecasting TAIEX

✍ Cheng, Ching-Hsue; Wei, Liang-Ying 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 367 KB

Experiences with a computer aided proced

Experiences with a computer aided procedure for time series analysis and forecasting using Box-Jenkins philosophy

✍ Th.D Popescu 📂 Article 📅 1985 🏛 Elsevier Science ⚖ 328 KB

Estimation procedures for structural tim

Estimation procedures for structural time series models: Harvey, A. C. and Peters, S. Journal of Forecasting, 9 (2), 89–108 (March/April 1990)

📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 122 KB

Polynomial mixing for the complex Ginzbu

Polynomial mixing for the complex Ginzburg–Landau equation perturbed by a random force at random times

✍ Vahagn Nersesyan 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 245 KB