Combined forecasts from linear and nonlinear time series models
نویسندگان
چکیده
منابع مشابه
Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2002
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(01)00120-0