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Time series forecasting using a moving average model for extrapolation of number of tourist

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Time series is a collection of observations made at regular time intervals and its analysis refers to problems in correlations among successive observations. Time series analysis is applied in all areas of statistics but some of the most important include macroeconomic and financial time series....

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Carsharing customer demand forecasting using causal, time series and neural network methods : a case study

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R2 bounds for predictive models : what univariate properties tell us about multivariate predictability

Mitchell, James; Robertson, Donald; Wright, Stephen - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 681-695

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Large Bayesian VARs : a flexible Kronecker error covariance structure

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On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting

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Nonparametric wind power forecasting under fixed and random censoring

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Stock market trend prediction using a functional time series approach

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Generalized forecast averaging in autoregressions with a near unit root

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Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction

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