Order series method for forecasting non‐Gaussian time series
Ming‐De Chuang, Gwo‐Hsing Yu · Journal of Forecasting · 2007
Abstract A new forecasting non‐Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu's method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting accuracy. Copyright © 2007 John Wiley & Sons, Ltd.