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Adaptive forecasting of wave non-periodic time series.

Publication: International Advances in Economic Research
Publication Date: 01-MAY-05
Format: Online
Delivery: Immediate Online Access
Full Article Title: Adaptive forecasting of wave non-periodic time series.(Brief Article)

Article Excerpt
The forecasting problem of wave financial time series is considered. In practice of econometric forecasting of financial processes, real time series are of a complex structure described by the composition of non-periodic oscillating functions. The proposed approach for adaptive wave forecasting uses the idea of harmonic structure analysis of...

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