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Order series method for forecasting non-Gaussian time series

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Author Info
Ming-De Chuang (Endemic Species Research Institute, Nantou, Taiwan, ROC)
Gwo-Hsing Yu (Tamkang University, Taipei, Taiwan, ROC)
Abstract

A new 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.  Copyright © 2007 John Wiley & Sons, Ltd.

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File URL: http://hdl.handle.net/10.1002/for.1024
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Publisher Info
Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

Volume (Year): 26 (2007)
Issue (Month): 4 ()
Pages: 239-250
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:jof:jforec:v:26:y:2007:i:4:p:239-250

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Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

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This page was last updated on 2008-8-6.

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