An Evolving Autoregressive Predictor for Time Series Forecasting
نویسندگان
چکیده
منابع مشابه
An Evolving Autoregressive Predictor for Time Series Forecasting
Corresponding Author: De Z. Li Department of Mechanical Engineering, Lakehead University, Thunder Bay, Canada Email: [email protected] Abstract: Autoregressive (AR) model is a common predictor that has been extensively used for time series forecasting. Many training methods can used to update AR model parameters, for instance, least square estimate and maximum likelihood estimate; however, bot...
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ژورنال
عنوان ژورنال: American Journal of Engineering and Applied Sciences
سال: 2015
ISSN: 1941-7020
DOI: 10.3844/ajeassp.2015.57.62