2017 | OriginalPaper | Buchkapitel
Forecasting
verfasst von : Jan G. De Gooijer
Erschienen in: Elements of Nonlinear Time Series Analysis and Forecasting
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
As we saw in Chapter 9, it is fairly straightforward to forecast future values of a time series process using semi- and nonparametric methods, given data up to a certain time t. In contrast, the situation becomes more complicated when real out-of-sample forecast are computed from parametric nonlinear time series models; in particular, as we explain below, this is a difficult issue for H ≥ 2 steps ahead.