MATLAB Routines for Moving Median with Trend and Seasonality for Time Series Prediction

In this paper we provide a simple MATLAB routine which computes the moving median with trend and seasonality. This approach is linear and for this reason has its disadvantages. So this routine can be improved by combining Monte-Carlo simulations, genetic algorithms simulations and wavelets decomposition

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Year of publication:	2009
Authors:	Giovanis, Eleftherios
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Saisonale Schwankungen \| Seasonal variations

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Extent:	1 Online-Ressource (16 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2009 erstellt
Other identifiers:	10.2139/ssrn.1522944 [DOI]
Classification:	C63 - Computational Techniques ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013153161