Forecasting with Optimized Moving Local Regression

Forecasting with Optimized Moving Local Regression

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...

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Main Authors: Fedorov, Valery V., Hackl, Peter, Müller, Werner
Format: Others
Language:en
Published: Department of Statistics and Mathematics, WU Vienna University of Economics and Business 1992
Online Access:http://epub.wu.ac.at/1510/1/document.pdf
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spelling ndltd-VIENNA-oai-epub.wu-wien.ac.at-epub-wu-01_a1b2015-04-07T05:14:28Z Forecasting with Optimized Moving Local Regression Fedorov, Valery V. Hackl, Peter Müller, Werner 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) Department of Statistics and Mathematics, WU Vienna University of Economics and Business 1992 Paper NonPeerReviewed en application/pdf http://epub.wu.ac.at/1510/1/document.pdf Series: Forschungsberichte / Institut für Statistik http://epub.wu.ac.at/1510/
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language en
format Others
sources NDLTD
description 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
author Fedorov, Valery V.
Hackl, Peter
Müller, Werner
spellingShingle Fedorov, Valery V.
Hackl, Peter
Müller, Werner
Forecasting with Optimized Moving Local Regression
author_facet Fedorov, Valery V.
Hackl, Peter
Müller, Werner
author_sort Fedorov, Valery V.
title Forecasting with Optimized Moving Local Regression
title_short Forecasting with Optimized Moving Local Regression
title_full Forecasting with Optimized Moving Local Regression
title_fullStr Forecasting with Optimized Moving Local Regression
title_full_unstemmed Forecasting with Optimized Moving Local Regression
title_sort forecasting with optimized moving local regression
publisher Department of Statistics and Mathematics, WU Vienna University of Economics and Business
publishDate 1992
url http://epub.wu.ac.at/1510/1/document.pdf
work_keys_str_mv AT fedorovvaleryv forecastingwithoptimizedmovinglocalregression
AT hacklpeter forecastingwithoptimizedmovinglocalregression
AT mullerwerner forecastingwithoptimizedmovinglocalregression
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