We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series. We propose first to reduce the dimensionality by applying
β¦ LIBER β¦
Nonparametric curve estimation with time series errors
β Scribed by Young K. Truong
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 812 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Nonparametric time series forecasting wi
β
Han Lin Shang; Rob.J. Hyndman
π
Article
π
2011
π
Elsevier Science
π
English
β 557 KB
Nonparametric regression estimation in m
β
Ricardo Fraiman; Gonzalo PΓ©rez Iribarren
π
Article
π
1991
π
Elsevier Science
π
English
β 834 KB
Curve estimation for mn-decomposable tim
β
K.C Chanda; F.H Ruymgaart
π
Article
π
1991
π
Elsevier Science
π
English
β 874 KB
Nonparametric density estimation from da
β
Aurore Delaigle
π
Article
π
2007
π
John Wiley and Sons
π
French
β 324 KB
Asymptotic Behaviors of Some Measures of
β
T.Y. Kim; D.D. Cox
π
Article
π
1995
π
Elsevier Science
π
English
β 681 KB
Under the i.i.d. condition, Marron and HΓ€rdle (1986, J. Multivariate Anal. 20 91-113) showed that quadratic measures of errors for nonparametric kernel estimates are asymptotically equivalent, and Hall (1984, J. Multivariate Anal. 14 (-16) investigated their convergence rates. In this article, we ex
Nonparametric estimation of mean time to
β
Hendrik SchΓ€be
π
Article
π
1994
π
Elsevier Science
π
English
β 268 KB