Nonparametric Forecasting in Time Series - A Comparative Study.
Juan M. Vilar-FernándezRicardo CaoPublished in: Commun. Stat. Simul. Comput. (2007)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- box jenkins
- hybrid model
- change point detection
- chaotic time series
- short term
- garch model
- forecasting model
- support vector regression
- arima model
- bayesian modeling
- stock market
- data driven
- mackey glass
- non stationary
- dynamic time warping
- multivariate time series
- demand forecasting
- turning points
- short term prediction
- comparative study
- bp neural network
- moving average
- kernel density estimation
- stock price
- grey model
- nonparametric regression
- long term
- neural network
- financial data
- early warning
- density estimation
- phase space reconstruction
- prediction model
- radial basis function