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Filtering by: Committee Member Stonehill, Arthur I. Creator Chen, Kuei-Lin

Performance evaluation and design of multiple time series based forecasting systems

Creator:

Chen, Kuei-Lin

Abstract:

The study evaluates performances of three multiple time series (MTS) forecasting methods; investigates possible improvements in MTS forecasting operations, and proposes a multiple time series based forecasting system. Time series considered are finite, linear, covariance stationary, and discrete. Specific objectives for the thesis were: (a) conducting comparative studies of MTS...

Resource Type:

Dissertation