Time Series Multistep Ahead Predictability Estimation and Ranking

Hong, X. and Billings, S.A. (1997) Time Series Multistep Ahead Predictability Estimation and Ranking. Research Report. ACSE Research Report 687 . Department of Automatic Control and Systems Engineering

Abstract

Metadata

Authors/Creators:
  • Hong, X.
  • Billings, S.A.
Copyright, Publisher and Additional Information: The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
Keywords: Time series; Predictability, Autocorrelation; Moving Average Model; Autoregressive Model
Dates:
  • Published: September 1997
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) > ACSE Research Reports
Depositing User: MRS ALISON THERESA BARNETT
Date Deposited: 19 Jan 2015 12:28
Last Modified: 28 Oct 2016 17:00
Status: Published
Publisher: Department of Automatic Control and Systems Engineering
Series Name: ACSE Research Report 687

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