Multiscale Forecasting Models

$229.00
+ $41.99 Shipping

Multiscale Forecasting Models

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Multiscale Forecasting Models

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Multiscale Forecasting Models

This Book Presents Two Decomposition Methods To Decompose A Time Series In Intrinsic Components Of Low And High Frequencies. The Methods Are Based On Singular Value Decomposition (svd) Of A Hankel Matrix (hsvd). The Proposed Decomposition Is To Improve The Accuracy Of Linear And Nonlinear Auto-regressive Models.
  • Brand: Springer Nature B.V
  • Category: Computing & Internet
  • Format: Hardcover
  • Language: English
  • Publication Date: 2018-08-31
  • Publisher / Label: Springer Nature B.V
  • Author: Lida Mercedes Barba Maggi
  • Number of Pages: 150
  • Fruugo ID: 557222873-1125492299
  • ISBN: 9783319949918
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