Pages that link to "Item:Q2903836"

The following pages link to Nonstationary Time Series Forecasting Using Wavelets and Kernel Smoothing (Q2903836):

Displaying 11 items.

• Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model (Q309148) (← links)
• Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning (Q463396) (← links)
• Prediction of dynamical time series using kernel based regression and smooth splines (Q1657952) (← links)
• Application of wavelet decomposition in time-series forecasting (Q1782354) (← links)
• A distribution-free method for forecasting non-Gaussian time series (Q1864466) (← links)
• Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
• Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques (Q2125604) (← links)
• Forecasting import and export volume with a combined model based on wavelet filtering (Q2812459) (← links)
• Forecasting using locally stationary wavelet processes (Q3401362) (← links)
• A Functional Wavelet–Kernel Approach for Time Series Prediction (Q3442941) (← links)
• A novel wavelet artificial neural networks method to predict non-stationary time series (Q5085616) (← links)