Nonstationary time series forecasting using optimized-EVDHM-ARIMA for COVID-19 by Suraj Singh Nagvanshi, Inderjeet Kaur, Charu Agarwal, Ashish Sharma

“…The model comprises an optimized EigenValue Decomposition of Hankel Matrix (EVDHM) and an optimized AutoRegressive Integrated Moving Average (ARIMA). The Phillips Perron Test (PPT) has been used to determine whether a time series is nonstationary. …”
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