Improved time series prediction with a new method for selection of model parameters

DOI10.1088/0305-4470/39/30/L01MaRDI QIDQ5484442zbMATH OpenOpenAlexFDO

Authors A. M. Jade, V. K. Jayaraman, B. D. Kulkarni

Publication date 17 August 2006

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/39/30/l01

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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• WINNING ENTRY OF THE K. U. LEUVEN TIME-SERIES PREDICTION COMPETITION
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• A new method to mitigate data fluctuations for time series prediction

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