—Building a time series forecasting model by independent component analysis mechanism presents in the paper. Different from using the time series directly with the traditional A...
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
The purpose of this paper is to forecast the time evolution of a binary response variable from an associated continuous time series observed only at discrete time points that usual...
Ana M. Aguilera, Manuel Escabias, Mariano J. Valde...
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...