Correcting and combining time series forecasters
From MaRDI portal
Publication:470161
DOI10.1016/j.neunet.2013.10.008zbMath1298.62150OpenAlexW2091409464WikidataQ39313779 ScholiaQ39313779MaRDI QIDQ470161
Tiago A. E. Ferreira, Paulo S. G. de Mattos Neto, Paulo Renato A. Firmino
Publication date: 12 November 2014
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2013.10.008
maximum likelihood estimationartificial neural networks hybrid systemslinear combination of forecaststime series forecastersunbiased forecasters
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Weighted moving averaging revisited: an algebraic approach ⋮ Copulas-based time series combined forecasters
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stock and bond return predictability: the discrimination power of model selection criteria
- Inference with the lognormal distribution
- A GMM procedure for combining volatility forecasts
- Maximum likelihood Bayesian averaging of uncertain model predictions
- Regression neural network for error correction in foreign exchange forecasting and trading.
- Review of guidelines for the use of combined forecasts
- Evolution strategies. A comprehensive introduction
- Neural networks approach to the random walk dilemma of financial time series
- Generalized autoregressive conditional heteroscedasticity
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- A simulation study of artificial neural networks for nonlinear time-series forecasting
This page was built for publication: Correcting and combining time series forecasters