Autoregressive prediction with rolling mechanism for time series forecasting with small sample size

Mathematical Problems in Engineering

Volumn 2014, Issue , 2014, Pages

  Wang, Zhihua ^a   Zhang, Yongbo ^a   Fu, Huimin ^a  

^a BEIHANG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; STOCHASTIC SYSTEMS; TIME SERIES ANALYSIS;

COMPUTATIONAL EFFORT; FORECASTING ACCURACY; MODELING PROCEDURE; MULTIPLE BUILDINGS; NON-STATIONARY TIME SERIES; SHORT-TERM FORECASTING; SMALL SAMPLE SIZE; TIME SERIES FORECASTING;

FORECASTING;

EID: 84903625081     PISSN: 1024123X     EISSN: 15635147     Source Type: Journal    
DOI: 10.1155/2014/572173     Document Type: Article

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