Vector and recurrent singular spectrum analysis: which is better at forecasting?
نویسندگان
چکیده
منابع مشابه
Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
متن کاملForecasting U.S. Tourist Arrivals using Singular Spectrum
5 This paper introduces Singular Spectrum Analysis (SSA) for tourism demand forecasting 6 via an application into total monthly U.S. Tourist arrivals from 1996-2012. The global 7 tourism industry is today, a key driver of foreign exchange inflows to an economy. Here, we 8 compare the forecasting results from SSA with those from ARIMA, Exponential Smoothing 9 (ETS) and Neural Networks (NN). We f...
متن کاملPredicting the Brexit outcome using singular spectrum analysis
In a referendum conducted in the United Kingdom (UK) on June 23, 2016, $51.6\%$ of the participants voted to leave the European Union (EU). The outcome of this referendum had major policy and financial impact for both UK and EU, and was seen as a surprise because the predictions consistently indicate that the ``Remain'''' would get a majority. In this paper, we investigate whether the outcome o...
متن کاملWhich Culture System Is better for Chondrogenesis of Adipose-Derived Stem Cells ; Pellet or Micromass?
Background and Aims: The current study was conducted to compare the expression levels of collagen type Π and X during chondrogenesis of human adipose-derived mesenchymal stem cells (hADMSCs) pellet and micromass cultures. Materials and Methods: Extracted hADMSCs were cultured until three passages and then transferred to pellet and micromass cultures in the experimental groups of day 7 and day...
متن کاملWhich circulant preconditioner is better?
The eigenvalue clustering of matrices S−1 n An and C −1 n An is experimentally studied, where An, Sn and Cn respectively are Toeplitz matrices, Strang, and optimal circulant preconditioners generated by the Fourier expansion of a function f(x). Some illustrations are given to show how the clustering depends on the smoothness of f(x) and which preconditioner is preferable. An original technique ...
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 Applied Statistics
سال: 2017
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2017.1401050