Time series modeling and forecasting by mathematical programming

DOI10.1016/j.cor.2022.106079OpenAlexW4309483917MaRDI QIDQ6109289

Bogdan C. Bichescu, George G. Polak

Publication date: 4 July 2023

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2022.106079

zbMATH Keywords

waveletswhite noiseforecastingtime-series analysisoptimization modeling

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• Best subset selection via a modern optimization lens
• Least quantile regression via modern optimization
• Neural network forecasting for seasonal and trend time series
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• Forecasting stock market movement direction with support vector machine
• An implicit enumeration algorithm for mining high dimensional data
• Wavelet scalograms and their applications in economic time series
• OR Forum—An Algorithmic Approach to Linear Regression
• An ARIMA Supply Chain Model
• WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
• The Doubly Adaptive LASSO for Vector Autoregressive Models
• Nonlinear Programming

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