Selection of future events from a time series in relation to estimations of forecasting uncertainty
Igor B. KonovalovPublished in: CoRR (2002)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- short term
- arma model
- non stationary
- long term
- box jenkins
- uncertain data
- bp neural network
- exponential smoothing
- exchange rate
- forecasting model
- hybrid model
- multivariate time series
- possibility theory
- moving average
- selection strategy
- garch model
- demand forecasting
- arima model
- stock price
- neural network model
- chronic hepatitis
- stock market
- autoregressive integrated moving average