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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...
Autores principales: | Ou, Jishun, Huang, Xiangmei, Zhou, Yang, Zhou, Zhigang, Nie, Qinghui |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
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Materias: | |
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 |
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