Search Results - subject:"High-order Markov chain model"

Combining forecasts of electricity consumption in China with time-varying weights updated by a high-order Markov chain model

Zhao, Weigang; Wang, Jianzhou; Lu, Haiyan - In: Omega 45 (2014) C, pp. 80-91

predicts the out-of-sample time-varying adaptive weights through extrapolating these in-sample weights using a high-order … Markov chain model. Finally, the combined forecasts can be obtained. In addition, to ensure that the sample data have the …

Persistent link: https://www.econbiz.de/10010744168

Combining forecasts of electricity consumption in China with time-varying weights updated by a high-order Markov chain model

Zhao, Weigang; Wang, Jianzhou; Lu, Haiyan - In: Omega : the international journal of management science 45 (2014), pp. 80-91

Persistent link: https://www.econbiz.de/10010258682