The self-weighted time series construction method for the prediction problem
A.S. Minenko, Елена Владимировна Волченко, S. A. Shishkin · 2012
The problem of the large time series prediction is considered. The method of construction of the brief self-weighted time series, based on segmentation of initial row and analysis of the got segments is offered. Expansion of the known methods of prediction on the self-weighted time series is executed