Time series forecasting model based on weighted variable structure (Q2983996)
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scientific article; zbMATH DE number 6718909
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| English | Time series forecasting model based on weighted variable structure |
scientific article; zbMATH DE number 6718909 |
Statements
17 May 2017
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optimal weights
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weighted ARMA model
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variable structure forecast
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daily rate of return
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0.7489038109779358
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0.7151125073432922
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0.7038682103157043
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