of estimation window sizes. This approach not only identifies structural change points but also ascertains the optimal … size of the estimation window. VR-WT is designed to achieve accurate model estimation and is versatile enough to be applied … Rule-based Window size Tracking (VR-WT), which derives a sequence of estimation window sizes. The concept of VR-WT is …

choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over …