Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (Q2934851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts |
scientific article |
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Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (English)
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22 December 2014
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SETARMA nonlinear time series model
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real-coded genetic algorithm
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mackerel catch data
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mean square forecasting error
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optimal out-of-sample forecast
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