Nonparametric Time Series Prediction Through Adaptive Model Selection
β Scribed by Ron Meir
- Book ID
- 110252116
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 158 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0885-6125
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Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors -the
## 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