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Forecasting by splitting a time series using Singular Value..:
Montagnon, C.E.
Physica A: Statistical Mechanics and its Applications. 567 (2021) - p. 125708 , 2021
Link:
https://doi.org/10.1016/j.physa.2020.125708
RT Journal T1 <Title>Forecasting by splitting a time series using Singular Value Decomposition then using both ARMA and a Fokker Planck equation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2020.125708&Exemplar=1&LAN=DE A1 Montagnon, C.E. PB Elsevier BV YR 2021 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 567 SP 125708 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2020.125708 DO https://doi.org/10.1016/j.physa.2020.125708 SF ELIB - SuUB Bremen
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