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Search: subject:"STL decomposition"
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STL decomposition
5
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Bergmeir, Christoph
2
Yu, Jize
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Department of Econometrics and Business Statistics, Monash Business School
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1
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
2
Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
3
Uncover the response of the US grain commodity market on El Niño-Southern Oscillation
Su, Yuandong
;
Liang, Chao
;
Zhang, Li
;
Zeng, Qing
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 98-112
Persistent link: https://www.econbiz.de/10013343509
Saved in:
4
Bagging Exponential Smoothing Methods using
STL
Decomposition
and Box-Cox Transformation
Bergmeir, Christoph
;
Hyndman, Rob J
;
Benitez, Jose M
-
Department of Econometrics and Business Statistics, …
-
2014
(bagging) of exponential smoothing methods. The bagging uses a Box-Cox transformation followed by an
STL
decomposition
to …
Persistent link: https://www.econbiz.de/10010958949
Saved in:
5
Bagging exponential smoothing methods using
STL
decomposition
and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 303-312
Persistent link: https://www.econbiz.de/10011596807
Saved in:
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