Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
Neural Network approaches to time series prediction are briefly discussed, and the need to specify an appropriately sized input window identified. Relevant theoretical results fro...
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...