Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (Q2934851)
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scientific article; zbMATH DE number 6382084
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| English | Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts |
scientific article; zbMATH DE number 6382084 |
Statements
Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (English)
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22 December 2014
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SETARMA nonlinear time series model
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real-coded genetic algorithm
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mackerel catch data
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mean square forecasting error
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optimal out-of-sample forecast
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0.7884984016418457
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0.7883980870246887
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