Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average.
Piotr PomorskiDenise GorsePublished in: CoRR (2022)
Keyphrases
- regression model
- moving average
- autoregressive
- exponential smoothing
- regression methods
- regression analysis
- generalized linear models
- linear regression model
- gaussian process
- model selection
- multivariate regression
- prediction model
- linear model
- support vector regression
- explanatory variables
- regression trees
- locally weighted
- arma model
- regression method
- interval valued data
- kernel regression
- multiple linear regression
- response variable
- non stationary
- multiscale