Time series interval forecast using GM(1, 1) and NGBM(1, 1) models.

Ying-Yuan Chen Hao-Tien Liu Hsiow-Ling Hsieh

Published in: Soft Comput. (2019)

Keyphrases

box jenkins
forecasting model
autoregressive
statistical models
neural network
information systems
prior knowledge
hidden markov models
probabilistic model
complex systems
statistical model
experimental data
stock market
predictive model
multivariate time series