مشخصات پژوهش

عنوان	A new approach for the vector forecast algorithm in singular spectrum analysis
نوع پژوهش	مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها	Singular spectrum analysis, Vector forecast algorithm, Time series forecasting, Stock markets
چکیده	The window length, L, is the first parameter that must be specified in Singular Spectrum Analysis (SSA) for time series analysis. A large window length has a potential to produce a good model fit, but it is unlikely to produce a parsimonious forecasting model. In this paper, we propose a new parsimonious vector forecasting model which uses an optimal m (
پژوهشگران	پائولو رودریگوئز (نفر اول)، رحیم محمودوند (نفر دوم)