Title of article
Complementary antithetic weights for lognormal time-series forecasting
Author/Authors
Dennis Ridley، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2000
Pages
3
From page
1347
To page
1349
Abstract
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.
Keywords
Time series forecasting , Antithetic combining , Stochastic processes , power transformation , Optimization
Journal title
Computers and Operations Research
Serial Year
2000
Journal title
Computers and Operations Research
Record number
927112
Link To Document