On Optimal Forecasting with Soft Computation for Nonlinear Time Series.

Shuenn-Ren Chen Berlin Wu

Published in: Fuzzy Optim. Decis. Mak. (2003)

Keyphrases

weather forecasting
arima model
financial time series
dynamic programming
piecewise linear
forecasting accuracy
optimal solution
stock market
exponential smoothing
arma model
data mining
worst case
short term
control strategy
dynamic time warping
autoregressive integrated moving average