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Order series method for forecasting non-Gaussian time series

✍ Scribed by Ming-De Chuang; Gwo-Hsing Yu

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
287 KB
Volume
26
Category
Article
ISSN
0277-6693

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✦ Synopsis

Abstract

A new forecasting non‐Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu's method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting accuracy.  Copyright © 2007 John Wiley & Sons, Ltd.

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