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2016 | 26 | nr 3 | 57--68
Tytuł artykułu

Advances in Antithetic Time Series Analysis : Separating Fact from Artifact

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The problem of biased time series mathematical model parameter estimates is well known to be insurmountable. When used to predict future values by extrapolation, even a de minimis bias will eventually grow into a large bias, with misleading results. This paper elucidates how combining antithetic time series' solves this baffling problem of bias in the fitted and forecast values by dynamic bias cancellation. Instead of growing to infinity, the average error can converge to a constant. (original abstract)
Rocznik
Tom
26
Numer
Strony
57--68
Opis fizyczny
Twórcy
  • Florida State University, USA
Bibliografia
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  • [18] NGNEPIEBA P., RIDLEY A.D., General theory of antithetic time series, J. Appl. Math. Phys., 2015, 3 (12), 1726.
  • [19] POPPER K., Quantum Theory and the Schism in Physics. Routledge, London 1992, http://www.scirp.org/journal/jamp http://dx.doi.org/10.4236/jamp.2015.312197
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  • [21] RIDLEY A.D., NGNEPIEBA P., Antithetic time series analysis and the CompanyX data, J. Royal Stat. Soc. (A), 2014 (1), 177, 83.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171450261

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