Assessing the stability of long-horizon SSA forecasting

DOI10.4310/SII.2010.V3.N3.A5MaRDI QIDQ440227zbMATH OpenOpenAlexFDO

Authors Andrey Pepelyshev, A. Zhigljavsky

Publication date 18 August 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2010.v3.n3.a5

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Applications of statistics to physics (62P35) Geostatistics (86A32)

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Cited in

(1)

• On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series

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