منابع مشابه
On SETAR Non-linearity and Forecasting
We consider the usefulness of the two-regime SETAR model for out-of-sample forecasting, and compare it with a linear AR model. A range of newly-developed forecast evaluation techniques are employed. Our simulation results show that time-series data need to exhibit a substantial degree of non-linearity before the SETAR model is favoured on some of these criteria. We find only weak evidence that ...
متن کاملThe Performance of Alternative Forecasting Methods for SETAR Models
We compare a number of methods that have been proposed in the literature for obtaining h-step ahead minimum mean square error forecasts for SETAR models. These forecasts are compared to those from an AR model. The comparison of forecasting methods is made using Monte Carlo simulation. The Monte Carlo method of calculating SETAR forecasts is generally at least as good as that of the other method...
متن کاملon the effect of linear & non-linear texts on students comprehension and recalling
چکیده ندارد.
15 صفحه اولOn the Non-linearity of Power Functions
Let L be an extension of degree m of the eld F2. Let be the canonical additive character of L. The Fourier coe cient of the polynomial f(X) 2 L[X ] at the point a 2 L is de ned by b f(a) = P x2L (f(x) + a:x): The spectral magnitude of f , R(f) := supa2F 2 j b f(a)j, is one of the most important cryptographic parameters associated to f [10]. The determination of the spectral magnitude of power f...
متن کاملLinearity, Non-determinism and Solvability
We study the notion of solvability in the resource calculus, an extension of the λ-calculus modelling resource consumption. Since this calculus is non-deterministic, two different notions of solvability arise, one optimistic (angelical, may) and one pessimistic (demoniac, must). We give a syntactical, operational and logical characterization for the may-solvability and only a partial characteri...
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: Journal of Forecasting
سال: 2003
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.863