On Sequential Estimation and Prediction for Discrete Time Series.
Gusztáv MorvaiBenjamin WeissPublished in: CoRR (2008)
Keyphrases
- financial time series
- prediction model
- mining sequential
- prediction accuracy
- sequence prediction
- continuous valued
- sequential data
- prediction algorithm
- exponential smoothing
- chaotic time series
- discrete geometry
- quasi periodic
- non stationary
- extreme values
- moving average
- grey prediction model
- neural network
- estimation process
- multivariate time series
- estimation accuracy
- prediction error
- parameter estimation
- autoregressive
- differential equations
- stock market
- discrete valued
- least squares
- long term
- learning algorithm