scientific article; zbMATH DE number 5035829

MaRDI QIDQ5474887zbMATH OpenFDO

Authors R. J. Bhansali

Publication date 26 June 2006

zbMATH Keywords

autoregressive modelseconomic time seriesfinite fourth momentmulti-step forecastingstatistical model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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(15)

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• Multi-step learning rule for recurrent neural models: An application to time series forecasting
• Forecasting by factors, by variables, by both or neither?
• Robustifying forecasts from equilibrium-correction systems
• A test for improved multi-step forecasting
• Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run
• Predicting the direction of a time series
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• A new direct approach of computing multi-step ahead predictions for non-linear models
• Multistep prediction in autoregressive processes
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• Multi‐step forecasting in the presence of breaks
• When are direct multi-step and iterative forecasts identical?
• Multistep ahead forecasting of vector time series
• Multiple forecasting using local approximation

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