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Título:
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Forecasting linear dynamical systems using subspace methods
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Autores:
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García Hiernaux, Alfredo
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Tipo de documento:
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texto impreso
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Editorial:
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Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid, 2009
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = No publicado
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Materia = Ciencias Sociales: Economía: Finanzas
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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A new procedure to predict with subspace methods is presented in this paper. It is based on combining multiple forecasts obtained from setting a range of values for a specic parameter that is typically xed by the user in the subspace methods literature. An algorithm to compute these predictions and to obtain a suitable number of combinations is provided. The procedure is illustrated by forecasting the German gross domestic product.
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En línea:
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https://eprints.ucm.es/id/eprint/8588/1/0902.pdf
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