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
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
Journal title :
Computers and Operations Research
