Limits to consistent on-line forecasting for ergodic time series.
László GyörfiGusztáv MorvaiSidney YakowitzPublished in: CoRR (2007)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- box jenkins
- arma model
- exponential smoothing
- chaotic time series
- short term
- dynamic time warping
- mackey glass
- hybrid model
- multivariate time series
- demand forecasting
- forecasting model
- garch model
- turning points
- moving average
- grey theory
- markov chain
- support vector regression
- stock market
- data mining
- stationary distribution
- exchange rate
- long term
- neural network
- crude oil
- load forecasting
- symbolic representation
- grey model
- medium term
- neural network model
- radial basis function
- multidimensional time series
- short term prediction