Resource title

Forecasting with Optimized Moving Local Regression

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Resource description

This paper empirically demonstrates the relative merits of the optimal choice of the weight function in a moving local regression as suggested by Fedorov et al., (1993) over traditional weight functions which ignore the form of the local model. The discussion is based on a task that is imbedded into the smoothing methodology, namely the forecasting of business time series data with the help of a one-sided moving local regression model. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Valery V. Fedorov, Peter Hackl, Werner Müller

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Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/1510/1/document.pdf

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