• Anglický jazyk

Smoothing Spline Technique For Time Series Data with Autocorrelation

Autor: Samuel Olorunfemi Adams

The study proposes a smoothing method which is the arithmetic weighted value of Generalized Cross-Validation (GCV) and Unbiased Risk (UBR) methods. This study concluded that the PSM method provides the best-fit as a smoothing method, works well at autocorrelation... Viac o knihe

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O knihe

The study proposes a smoothing method which is the arithmetic weighted value of Generalized Cross-Validation (GCV) and Unbiased Risk (UBR) methods. This study concluded that the PSM method provides the best-fit as a smoothing method, works well at autocorrelation levels (¿=0.2, 0.5 and 0.8), and does not overfit time-series observations. The study recommended that the proposed smoothing is appropriate for time series observations with autocorrelation in the error term and econometrics real-life data. This study can be applied to: non ¿ parametric regression, non ¿ parametric forecasting, spatial, survival and econometrics observations.

  • Vydavateľstvo: LAP LAMBERT Academic Publishing
  • Rok vydania: 2023
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9786206151890

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