We have presented a forecasting procedure for nonlinear autoregressive time series models, where
the unusual accuracy checking procedure plays an important role in the design of the method. With
this procedure, the speed of the calculation has been increased substantially compared with existing
numerical methods, as well as the overall accuracy of the predictive pdf, cdf, mean and variance,
etc. The examples in this paper show that our method works very well for a range of NLAR(k)
models
We have presented a forecasting procedure for nonlinear autoregressive time series models, wherethe unusual accuracy checking procedure plays an important role in the design of the method. Withthis procedure, the speed of the calculation has been increased substantially compared with existingnumerical methods, as well as the overall accuracy of the predictive pdf, cdf, mean and variance,etc. The examples in this paper show that our method works very well for a range of NLAR(k)models
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