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time series analysis  // Posts tagged as "time series analysis"

29 May Posted by in Market Forecasting | Comments Off on System Design Alternatives

System Design Alternatives

System Design Alternatives

  There is certainly no lack of methods for predicting time series. Traditional econometric models (e.g. ARMA) as well as various GARCH formulations have been extensively applied.  More recently models based on Pareto-Levy (nonlinear) distributions incorporating embeddings in phase-space reconstructions have had some success. Neural networks, genetic algorithms, and their A.I. spinoffs are also used with […]

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