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A robust maximum correntropy forecasting model for time series with outliers
It is of great significance to develop a robust forecasting method for time series. The reliability and accuracy of the traditional model are reduced because the series is polluted by outliers. The present study proposes a robust maximum correntropy autoregressive (MCAR) forecasting model by examini...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
PeerJ Inc.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10280630/ https://www.ncbi.nlm.nih.gov/pubmed/37346501 http://dx.doi.org/10.7717/peerj-cs.1251 |