Nonparametric time series forecasting with dynamic updating
نویسندگان
چکیده
منابع مشابه
Nonparametric time series forecasting with dynamic updating
We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series. We propose first to reduce the dimensionality by applying functional principal component analysis to the historical observations, and then to use univaria...
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ژورنال
عنوان ژورنال: Mathematics and Computers in Simulation
سال: 2011
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2010.04.027