Assessing the stability of long-horizon SSA forecasting
نویسندگان
چکیده
منابع مشابه
Cointegration and Long-Horizon Forecasting
We consider the forecasting of cointegrated variables, and we show that at long horizons nothing is lost by ignoring cointegration when forecasts are evaluated using standard multivariate forecast accuracy measures. In fact, simple univariate Box-Jenkins forecasts are just as accurate. Our results highlight a potentially important deficiency of standard forecast accuracy measures—they fail to v...
متن کاملOptimal data recovery and forecasting with dummy long-horizon forecasts
The paper suggests a method of recovering of missing values based on optimal approximation by band-limited processes for sequences, i.e. discrete time processes, that are not necessarily band-limited. The problem is considered in the pathwise setting, without using probabilistic assumptions on the ensemble. The method requires to solve a closed linear equation in the time domain connecting the ...
متن کاملSignal Stability based Adaptive Routing ( SSA ) forAd -
Unlike static networks, ad-hoc networks have no spatial hierarchy and suuer from frequent link failures which prevent mobile hosts from using traditional routing schemes. Under these conditions, mobile hosts must nd routes to destinations without the use of designated routers and also must dynamically adapt the routes to the current link conditions. This paper proposes a distributed adaptive ro...
متن کاملThe Stability of Constrained Receding Horizon Control
An infinite horizon controller is developed that allows incorporation of input and state constraints in a receding horizon feedback strategy. For both stable and unstable linear plants, feasibility of the constraints guarantees nominal closed-loop stability for all choices of the tuning parameters in the control law. The constraints’ feasibility Manuscript received September 20, 1991; revised M...
متن کاملTowards Assessing the Human Trajectory Planning Horizon
Mobile robots are envisioned to cooperate closely with humans and to integrate seamlessly into a shared environment. For locomotion, these environments resemble traversable areas which are shared between multiple agents like humans and robots. The seamless integration of mobile robots into these environments requires accurate predictions of human locomotion. This work considers optimal control ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2010
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2010.v3.n3.a5