非对称指数幂贝叶斯中值自回归及其应用

IF 1.1 4区数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Computation and Simulation Pub Date : 2024-02-08 DOI:10.1080/00949655.2024.2314616

Zhengwei Liu, Fukang Zhu

引用次数: 0

摘要

与广泛使用的基于均值的模型相比，基于中位数自回归的预测通常在时间序列预测中更为稳健。在非对称指数幂工作原理的激励下，中位数自回归模型可用于时间序列预测。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Statistical Computation and Simulation 数学-计算机：跨学科应用

CiteScore

2.30

自引率

8.30%

发文量

156

审稿时长

4-8 weeks

期刊介绍： Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.