Forecasting with Optimized Moving Local Regression
| Autor: | Fedorov, Valery V., Hackl, Peter, Müller, Werner |
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| Jazyk: | angličtina |
| Rok vydání: | 1992 |
| Druh dokumentu: | Paper |
| Popis: | This paper empirically demonstrates the relative merits of the optimal choice of the weight function in a moving local regression as suggested by Fedorov et al., (1993) over traditional weight functions which ignore the form of the local model. The discussion is based on a task that is imbedded into the smoothing methodology, namely the forecasting of business time series data with the help of a one-sided moving local regression model. (author's abstract) Series: Forschungsberichte / Institut für Statistik |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
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