TDSL

From MaRDI portal
Software:16679



swMATH4506MaRDI QIDQ16679


No author found.





Related Items (30)

Nonstationary Time Series Forecasting Using Wavelets and Kernel SmoothingEstimation of parameters of partially sinusoidal frequency modelUnique decomposition of low-order time seriesEvaluation metrics for anomaly detection algorithms in time-seriesUnnamed ItemA prototype-based rule inference system incorporating linear functionsArbitrage of forecasting expertsWeighted moving averaging revisited: an algebraic approachA linguistic approach to time series modeling with the help of F-transformStochastic algorithms for solving structured low-rank matrix approximation problemsParameter-free search of time-series discordAlgebraic approach for the exploration of the onset of chaos in discrete nonlinear dynamical systemsEvaluating time series forecasting models: an empirical study on performance estimation methodsFANCFIS: fast adaptive neuro-complex fuzzy inference systemUnnamed ItemA New Hybrid Model Based on Triple Exponential Smoothing and Fuzzy Time Series for Forecasting Seasonal Time SeriesFrequent pattern mining-based sales forecastingShort-term load forecasting method based on fuzzy time series, seasonality and long memory processFitting piecewise linear threshold autoregressive models by means of genetic algorithmsLinguistic modelling and information coarsening based on prototype theory and label semanticsA hybrid algorithm to optimize RBF network architecture and parameters for nonlinear time series predictionTime series forecasting with neural network ensembles: an application for exchange rate predictionRobust estimation of AR coefficients under simultaneously influencing outliers and missing valuesDynamic Linear Models with RModelling and reasoning with vague concepts. With a foreword by Didier Dubois.Multivariate Student-\(t\) self-organizing mapsOn the genetic algorithm with adaptive mutation rate and selected statistical applicationsUnnamed ItemA non-parametric symbolic approximate representation for long time seriesA data-dependent approach to modeling volatility in financial time series


This page was built for software: TDSL