Browsing Mathematics (Faculty of) by Subject "Forecasting"
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Linearization Methods in Time Series Analysis
(University of Waterloo, 2011-09-30)In this dissertation, we propose a set of computationally efficient methods based on approximating/representing nonlinear processes by linear ones, so-called linearization. Firstly, a linearization method is introduced for ... -
Regularized Autoregressive Approximation in Time Series
(University of Waterloo, 2008-05-25)In applications, the true underlying model of an observed time series is typically unknown or has a complicated structure. A common approach is to approximate the true model by autoregressive (AR) equation whose orders are ...