Improved prediction for time series analysis problem using Bootstrap method
Author(s): ZHANG Fang, MENG Zhaowei
Pages: 12-14
Year: 2010 Issue: 4
Journal: Journal of Shandong Unirersity of Technology(Science and Technology)
Abstract: 针对时间序列问题中线性预测的局限性,引入Bootstrap算法解决了MA模型和ARCH模型的预测问题. 使得上述问题归结为一个条件期望值的求解,并对该预测问题进行了优化.
Pages: 12-14
Year: 2010 Issue: 4
Journal: Journal of Shandong Unirersity of Technology(Science and Technology)
Abstract: 针对时间序列问题中线性预测的局限性,引入Bootstrap算法解决了MA模型和ARCH模型的预测问题. 使得上述问题归结为一个条件期望值的求解,并对该预测问题进行了优化.
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