Time series forecasting with a prior wavelet-based denoising step
Year of publication: |
2018
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Authors: | Bašta, Milan |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 26.2018, 1, p. 5-24
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Subject: | automatic forecasting | evaluating forecasts | noise | wavelets | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
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