Order series method for forecasting non-Gaussian time series

淡江大學機構典藏 > 工學院 > 水資源及環境工程學系暨研究所 > 期刊論文 > Item 987654321/19544

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/19544

题名:	Order series method for forecasting non-Gaussian time series
作者:	Chuang, Ming-de;Yu, Gwo-hsing
贡献者:	淡江大學水資源及環境工程學系
关键词:	order series transformation;nonlinear instantaneous transformation;ARMA models
日期:	2007-07-01
上传时间:	2009-11-04 17:06:19 (UTC+8)
出版者:	John Wiley & Sons
摘要:	Anew forecasting non-Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu’s method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting accuracy.
關聯:	Journal of Forecasting 26(4), pp.239-250
DOI:	10.1002/for.1024
显示于类别:	[水資源及環境工程學系暨研究所] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
0277-6693_26(4)p239-250.pdf		287Kb	Adobe PDF	551	检视/开启
Order series method for forecasting non-Gaussian time series.pdf		267Kb	Adobe PDF	1	检视/开启

在機構典藏中所有的数据项都受到原著作权保护.

TAIR相关文章