Complementary antithetic weights for lognormal time-series forecasting

被引：0

作者：

Ridley, D ^{[1
]}

机构：

[1] Florida A&M Univ, SBI, Tallahassee, FL 32307 USA

[2] Florida State Univ, Supercomp Computat Res Inst, Tallahassee, FL 32306 USA

来源：

COMPUTERS & OPERATIONS RESEARCH | 2000年 / 27卷 / 13期

关键词：

time series forecasting; antithetic combining; stochastic processes; power transformation; optimization;

D O I：

10.1016/S0305-0548(99)00077-5

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A simplified antithetic time-series model is presented. Two independent combining weights are replaced by a single weight and its complement. The number of computations and the time required to perform them are thereby reduced.

引用

页码：1347 / 1349

页数：3