Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm

DOI10.4310/21-SII693WikidataQ113691721 ScholiaQ113691721MaRDI QIDQ2172368

Sofia Borodich Suarez, Andrey Pepelyshev, Saeed M. Heravi

Publication date: 15 September 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

forecastingroot mean square errorsingular spectrum analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistics (62-XX)

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