Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to il...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2012-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/17101 |
| Summary: | An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to illustrate the forecast method.
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| ISSN: | 0132-2818 2335-898X |