Different Approaches to Forecast Interval Time Series: A Comparison in Finance
Year of publication: |
2011
|
---|---|
Authors: | Arroyo, Javier ; Espínola, Rosa ; Maté, Carlos |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 37.2011, 2, p. 169-191
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Interval data | Exponential smoothing | Artificial neural networks | Nearest neighbors methods | Vector autoregressive models | Interval arithmetic |
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