𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Network traffic prediction based on a new time series model

✍ Scribed by Hao Yin; Chuang Lin; Berton Sebastien; Bo Li; Geyong Min

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
358 KB
Volume
18
Category
Article
ISSN
1074-5351

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the Predictive Content of Autoregress
On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction
✍ Helmut Herwartz πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 178 KB

## ABSTRACT This paper proposes an adjustment of linear autoregressive conditional mean forecasts that exploits the predictive content of uncorrelated model residuals. The adjustment is motivated by non‐Gaussian characteristics of model residuals, and implemented in a semiparametric fashion by mean