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Gaussian and Lerch Models for Unimodal Time Series Forcasting
We consider unimodal time series forecasting. We propose Gaussian and Lerch models for this forecasting problem. The Gaussian model depends on three parameters and the Lerch model depends on four parameters. We estimate the unknown parameters by minimizing the sum of the absolute values of the resid...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10606826/ https://www.ncbi.nlm.nih.gov/pubmed/37895595 http://dx.doi.org/10.3390/e25101474 |