Bandwidth choice of log-periodogram estimators with short-term noise in long memory series.

Lu Deng Yingruolan Li

Published in: FSKD (2011)

Keyphrases

short term
long term
long term memory
short term and long term
electric load forecasting
medium term
load forecasting
forecasting model
noise level
short and long term
signal to noise ratio
wind speed
power generation
stock market
short term prediction
motion prediction
learning algorithm