Forecasting with Using Quasilinear Recurrence Equation

DOI10.1007/978-3-031-22990-9_13OpenAlexW4313343403MaRDI QIDQ6090769FDOQ6090769

Authors: A. V. Panyukov, Tatiana Makarovskikh, Mostafa Abotaleb 

Publication date: 17 November 2023

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-22990-9_13

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zbMATH Keywords

forecastingtime seriesquasilinear modelgeneralized least deviations method

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX) Calculus of variations and optimal control; optimization (49-XX) Systems theory; control (93-XX) Operations research, mathematical programming (90-XX)

Cites Work

• Weighted least absolute deviations estimation for ARMA models with infinite variance
• Stable identification of linear autoregressive model with exogenous variables on the basis of the generalized least absolute deviation method
• Improving of the identification algorithm for a quasilinear recurrence equation

Cited In (2)

• Forecasting Equations in Complex-Quaternionic Setting
• A simple recursive forecasting model

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