• Corpus ID: 119464519

Time Series Forecasting: A Multivariate Stochastic Approach

  title={Time Series Forecasting: A Multivariate Stochastic Approach},
  author={Stefano Sello},
  journal={arXiv: Data Analysis, Statistics and Probability},
  • S. Sello
  • Published 27 January 1999
  • Mathematics
  • arXiv: Data Analysis, Statistics and Probability
This note deals with a multivariate stochastic approach to forecast the behaviour of a cyclic time series. Particular attention is devoted to the problem of the prediction of time behaviour of sunspot numbers for the current 23th cycle. The idea is to consider the previous known n cycles as n particular realizations of a given stochastic process. The aim is to predict the future behaviour of the current n+1th realization given a portion of the curve and the structure of the previous n… 

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