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

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)

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Cites work

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

Cited in

(2)

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

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