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Interval decomposition ensemble approach for crude oil price forecasting

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Threshold Autoregressive Models for Interval-Valued Time Series Data

Sun, Yuying - 2018

Modelling and forecasting symbolic data, especially interval-valued time series (ITS) data, has received considerable attention in statistics and related fields. The core of available methods on ITS analysis is based on various applications of conventional linear modelling. However, few works...

Persistent link: https://www.econbiz.de/10012921213

Threshold Autoregressive Models for Interval-Valued Time Series Data

Sun, Yuying - 2018

Persistent link: https://www.econbiz.de/10012921222