Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework

Traffic volatility modeling has been highly valued in recent years because of its advantages in describing the uncertainty of traffic flow during the short-term forecasting process. A few generalized autoregressive conditional heteroscedastic (GARCH) models have been developed to capture and hence f...

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Detalles Bibliográficos
Autores principales: Ou, Jishun, Huang, Xiangmei, Zhou, Yang, Zhou, Zhigang, Nie, Qinghui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601463/
https://www.ncbi.nlm.nih.gov/pubmed/37420412
http://dx.doi.org/10.3390/e24101392

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601463/
https://www.ncbi.nlm.nih.gov/pubmed/37420412
http://dx.doi.org/10.3390/e24101392

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