Monte Carlo forecasting of time series data using Polynomial-Fourier series model.

Salim Jibrin Danbatta Asaf Varol

Published in: Int. J. Model. Simul. Sci. Comput. (2021)

Keyphrases

monte carlo
monte carlo simulation
experimental data
probabilistic model
markov chain
parameter estimation
monte carlo method
image sequences
multiresolution
least squares
particle filter
financial time series