Hybrid perturbation methods based on statistical time series models
نویسندگان
چکیده
منابع مشابه
on some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولHybrid Neural Models for Time-series Forecasting
Three new hybrid neural models which are based upon the basic neural model put forth by McCulloch and Pitts (Haykin, 1999) and the compensatory neural models by Sinha et al. (2000), (2001) are proposed in this paper. The basic neural and the compensatory neural models are modified to take into account any linear dependence of the outputs on the inputs. This makes the hybrid models suitable for ...
متن کاملSimulation-based Estimation Methods for Financial Time Series Models
This paper overviews some recent advances on simulation-based methods of estimating time series models and asset pricing models that are widely used in finance. The simulation based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and hence the maximum likelihood method (MLE) and the generalized method of moments (GMM) are diffic...
متن کاملA Hybrid Time Series Clustering Method Based on Fuzzy C-Means Algorithm: An Agreement Based Clustering Approach
In recent years, the advancement of information gathering technologies such as GPS and GSM networks have led to huge complex datasets such as time series and trajectories. As a result it is essential to use appropriate methods to analyze the produced large raw datasets. Extracting useful information from large data sets has always been one of the most important challenges in different sciences,...
متن کاملSoftware of Time Series Forecasting based on Combinations of Fuzzy and Statistical Models
The developed software is a web application with open access and is aimed on forecasting of time series stored in database. We proposed approach of time series forecasting, combined ARIMA models with fuzzy techniques: three fuzzy time series models, fuzzy transformation (F-transform) and ACL-scale. Applications of a proposed web service have demonstrated efficiency in practical time series pred...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Space Research
سال: 2016
ISSN: 0273-1177
DOI: 10.1016/j.asr.2015.05.025