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

DOI10.1088/0305-4470/39/30/L01zbMATH Open1104.62104OpenAlexW2044591673MaRDI QIDQ5484442FDOQ5484442

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

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Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited In (4)

• WINNING ENTRY OF THE K. U. LEUVEN TIME-SERIES PREDICTION COMPETITION
• A new method to mitigate data fluctuations for time series prediction
• Title not available (Why is that?)
• Enhancements of Moving Trend Based Filters Aimed at Time Series Prediction

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