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Time series forecasting with a hybrid clustering scheme and pattern recognition

✍ Scribed by Sfetsos, A.; Siriopoulos, C.


Book ID
117937191
Publisher
IEEE
Year
2004
Tongue
English
Weight
332 KB
Volume
34
Category
Article
ISSN
1083-4427

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## Abstract We consider the problem of forecasting a stationary time series when there is an unknown mean break close to the forecast origin. Based on the intercept‐correction methods suggested by Clements and Hendry (1998) and Bewley (2003), a hybrid approach is introduced, where the break and bre