Forecasting with Using Quasilinear Recurrence Equation

DOI10.1007/978-3-031-22990-9_13OpenAlexW4313343403MaRDI QIDQ6090769

Tatiana Makarovskikh, A. V. Panyukov, Mostafa Abotaleb

Publication date: 17 November 2023

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-22990-9_13

zbMATH Keywords

time seriesforecastingquasilinear modelgeneralized least deviations method

Mathematics Subject Classification ID

Statistics (62-XX) Calculus of variations and optimal control; optimization (49-XX) Systems theory; control (93-XX) Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
• Stable Identification of Linear Autoregressive Model with Exogenous Variables on the Basis of the Generalized Least Absolute Deviation Method
• Improving of the identification algorithm for a quasilinear recurrence equation

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