Browsing by Subject "Time series"
Now showing items 1-2 of 2
-
Bootstrap procedures for online monitoring of changes in autoregressive models
(Taylor & Francis, 2016)We compare the behavior of several bootstrap procedures for monitoring changes in the error distribution of autoregressive time series. The proposed procedures are designed to control the overall significance level and ... -
An investigation into the use of combined linear and neural network models for time series data
(North-West University, 2009)Time series forecasting is an important area of forecasting in which past observations of the same variable are collected and analyzed to develop a model describing the underlying relationship. The model is then used to ...