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Smoothing Spline Technique For Time Series Data with Autocorrelation

Smoothing Spline Technique For Time Series Data with Autocorrelation

von Samuel Olorunfemi Adams
Softcover - 9786206151890
68,90 €
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Beschreibung

The study proposes a smoothing method which is the arithmetic weighted value of Generalized Cross-Validation (GCV) and Unbiased Risk (UBR) methods. This study concluded that the PSM method provides the best-fit as a smoothing method, works well at autocorrelation levels (¿=0.2, 0.5 and 0.8), and does not overfit time-series observations. The study recommended that the proposed smoothing is appropriate for time series observations with autocorrelation in the error term and econometrics real-life data. This study can be applied to: non ¿ parametric regression, non ¿ parametric forecasting, spatial, survival and econometrics observations.

Details

Verlag LAP LAMBERT Academic Publishing
Ersterscheinung 28. März 2023
Maße 22 cm x 15 cm x 0.9 cm
Gewicht 233 Gramm
Format Softcover
ISBN-13 9786206151890
Seiten 144

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