Simulation of temperature time-series on long time scales with application to pricing weather derivatives
Long term weather forecasts are in great demand across many industries, such as the agricultural, tourism, and energy sectors. In this thesis a new long-term temperature forecasting benchmark is proposed. In particular, the Ensemble Random Analog Prediction (ERAP) dynamic resampler is developed. ERA...
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London School of Economics and Political Science (University of London)
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645896 |