MODWT-ARMA model for time series prediction
نویسندگان
چکیده
منابع مشابه
Soft-computing techniques and ARMA model for time series prediction
The challenge of predicting future values of a time series covers a variety of disciplines. The fundamental problem of selecting the order and identifying the time varying parameters of an autoregressive moving average model (ARMA) concerns many important fields of interest such as linear prediction, system identification and spectral analysis. Recent research activities in forecasting with art...
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ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 2014
ISSN: 0307-904X
DOI: 10.1016/j.apm.2013.10.002