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We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...
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To improve the forecasting accuracies, researchers have long been using various combination techniques. In particular …, the use of dissimilar methods for forecasting time series data is expected to provide superior results. Although numerous …
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series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to …
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the field of the electricity price forecasting. Thus, it gives a new impact for further research enabling development of …
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