Presentation Slides: Forecasting Using NNS

30 Pages Posted: 30 May 2019 Last revised: 25 Oct 2019

See all articles by Fred Viole

Fred Viole

OVVO Financial Systems; Fordham University

Date Written: April 7, 2018

Abstract

Presentation slides highlighting the forecasting technique NNS.ARMA using nonlinear nonparametric statistics in the R-package "NNS".

Explains the determination of seasonality using the coefficient of variance of subset series and the implementation of both linear and nonlinear regressions on the component series. Examples comparing performance against traditional ARMA methods as well as state of the art machine learning techniques.

Keywords: Time-Series, Forecasting, Nonlinear Regression, Clustering, Seasonality

JEL Classification: C01, C14, C22

Suggested Citation

Viole, Fred, Presentation Slides: Forecasting Using NNS (April 7, 2018). Available at SSRN: https://ssrn.com/abstract=3382300 or http://dx.doi.org/10.2139/ssrn.3382300

Fred Viole (Contact Author)

OVVO Financial Systems ( email )

NJ
United States

Fordham University ( email )

Bronx, NY 10458
United States

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