Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model

DOI10.3103/S0278641916020072zbMATH Open1373.62466OpenAlexW2508847202WikidataQ59243801 ScholiaQ59243801MaRDI QIDQ309148FDOQ309148

Authors: Anastasiya P. Motrenko, K. V. Rudakov, Vadim Strijov 

Publication date: 7 September 2016

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641916020072

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zbMATH Keywords

forecastingtime seriesmixture modelexogenous time serieshist algorithm

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Cites Work

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• Multifold Predictive Validation in ARMAX Time Series Models
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Cited In (1)

• Selecting an optimal model for forecasting the volumes of railway goods transportation

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