Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series.
Daniel JonesMichael KohlerHarro WalkPublished in: IEEE Trans. Inf. Theory (2012)
Keyphrases
- non stationary
- financial time series
- weather forecasting
- forecasting accuracy
- hybrid model
- arma model
- exponential smoothing
- chaotic time series
- arima model
- turning points
- forecasting model
- box jenkins
- short term
- exchange rate
- mackey glass
- neural network
- demand forecasting
- multivariate time series
- globally optimal
- stock price
- autoregressive
- dynamic time warping
- neural network model
- markov chain
- foreign exchange
- phase space reconstruction
- autoregressive integrated moving average
- load forecasting
- moving average
- bp neural network
- learning algorithm