Multistep ahead forecasting of vector time series
نویسندگان
چکیده
منابع مشابه
Multistep-Ahead Time Series Prediction
Multistep-ahead prediction is the task of predicting a sequence of values in a time series. A typical approach, known as multi-stage prediction, is to apply a predictive model step-by-step and use the predicted value of the current time step to determine its value in the next time step. This paper examines two alternative approaches known as independent value prediction and parameter prediction...
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2014
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474938.2014.977088