Multiscale Forecasting Models
This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is used to improve the accuracy of linear and nonlinear a...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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Έκδοση: | 1st ed. 2018. |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Dedication
- Foreword
- Preface
- Acknowledgement
- List of Tables
- List of Figures
- Acronyms
- 1. Times Series Analysis
- 2. Forecasting based on Hankel Singular Value Decomposition
- 3.Multi-step ahead forecasting
- 4. Multilevel Singular Value Decomposition.