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Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal
exponential
smoothing
Taylor, James W.
;
Snyder, Ralph D.
- In:
Omega
40
(
2012
)
6
,
pp. 748-757
cycles. A recently proposed
exponential
smoothing
method involves smoothing a different intraday cycle for each distinct type … whole days to be treated as identical. We introduce a new
exponential
smoothing
formulation that allows parts of different …
Persistent link: https://www.econbiz.de/10010573963
Saved in:
2
Stock index forecasting based on a hybrid model
Wang, Ju-Jie
;
Wang, Jian-Zhou
;
Zhang, Zhe-George
;
Guo, …
- In:
Omega
40
(
2012
)
6
,
pp. 758-766
Forecasting the stock market price index is a challenging task. The
exponential
smoothing
model (ESM), autoregressive …
Persistent link: https://www.econbiz.de/10010573981
Saved in:
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