Time series forecasting of averaged data with efficient use of information

@article{Sfetsos2005TimeSF,
  title={Time series forecasting of averaged data with efficient use of information},
  author={A. Sfetsos and C. Siriopoulos},
  journal={IEEE Transactions on Systems, Man, and Cybernetics - Part A: Systems and Humans},
  year={2005},
  volume={35},
  pages={738-745}
}
Time series has been a popular tool for the analysis and forecasting of a large number of data. Very often, the applied approaches forecasts had limited success and the main reason was the lack of statistically significant historical information. We focus our attention on three common series, which are formed from the averaging of data collected over a shorter time interval. These include weekly and biweekly foreign exchange rates, mean hourly wind speed and electric load data. The proposed… CONTINUE READING
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