Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Fernanda Catarina Pereira"'
Bootstrapping State-Space Models: Distribution-Free Estimation in View of Prediction and Forecasting
Publikováno v:
Forecasting, Vol 6, Iss 1, Pp 36-54 (2023)
Linear models, seasonal autoregressive integrated moving average (SARIMA) models, and state-space models have been widely adopted to model and forecast economic data. While modeling using linear models and SARIMA models is well established in the lit
Externí odkaz:
https://doaj.org/article/5d7a83c455144e6f913f5d3f8eea8ba8
Publikováno v:
Engineering Proceedings, Vol 39, Iss 1, p 36 (2023)
Most real time series exhibit certain characteristics that make the choice of model and its specification difficult. The objective of this study is to address the problem of parameter estimation and the accuracy of forecasts k-steps ahead in non-stat
Externí odkaz:
https://doaj.org/article/b081292b0d2541e3916e5dc1b3a3d000
Publikováno v:
Computational Science and Its Applications – ICCSA 2021 ISBN: 9783030869724
ICCSA (4)
ICCSA (4)
Within the scope of the TO CHAIR project, a state space modeling approach is proposed in order to improve accuracy obtained from the weatherstack.com website with a dataset of real observations. The proposed model establishes a stochastic linear rela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27a776f876dea83c9a59f6176265a8cd
http://hdl.handle.net/10773/32139
http://hdl.handle.net/10773/32139
