Gaussian and Lerch Models for Unimodal Time Series Forcasting
We consider unimodal time series forecasting. We propose Gaussian and Lerch models for this forecasting problem. The Gaussian model depends on three parameters and the Lerch model depends on four parameters. We estimate the unknown parameters by minimizing the sum of the absolute values of the resid...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-10-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/25/10/1474 |