Forecasting nonlinear time series with a hybrid methodology.
Çagdas Hakan AladagErol EgriogluCem KadilarPublished in: Appl. Math. Lett. (2009)
Keyphrases
- box jenkins
- arima model
- financial time series
- weather forecasting
- forecasting accuracy
- exponential smoothing
- short term
- autoregressive integrated moving average
- arma model
- short term prediction
- moving average
- hybrid model
- dynamic time warping
- forecasting model
- exchange rate
- support vector regression
- neural network
- hybrid learning