Mixture Nonlinear Time-Series Analysis : Modelling and Forecasting (Q3634137)
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scientific article; zbMATH DE number 5568806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mixture Nonlinear Time-Series Analysis : Modelling and Forecasting |
scientific article; zbMATH DE number 5568806 |
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Mixture Nonlinear Time-Series Analysis : Modelling and Forecasting (English)
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23 June 2009
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Gaussian mixture transition distribution models
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mixture autoregressive models
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EM algorithm
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stochastic trend
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Bayesian information criterion
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out-of-sample forecasting
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0.9389978647232056
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0.8368077278137207
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0.8368077278137207
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0.7849567532539368
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0.7771862745285034
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