Removing forecasting errors with white gaussian noise after square root transformation
Year of publication: |
December 2016
|
---|---|
Authors: | Yang, Zheng-Ling ; Liu, Ya-Di ; Zhu, Xin-Shan ; Chen, Xi ; Zhang, Jun |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 8, p. 741-750
|
Subject: | nonstationary time series | square root transformation | white Gaussian noise | mathematicalexpectation | variance | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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