Modeling and Forecasting Economic and Financial Processes Using Combined Adaptive Models.
Peter BidyukAleksandr GozhyjYoshio MatsukiNataliia KuznietsovaPublished in: ISDMCI (2020)
Keyphrases
- experimental data
- modeling method
- prediction model
- stochastic models
- modeling framework
- computational models
- mathematical models
- autoregressive model
- stochastic processes
- model construction
- modeling tool
- statistical models
- short term
- complex systems
- hybrid models
- non stationary
- model validation
- predictive model
- autoregressive
- neural network model