Forecasting in nonlinear univariate time series using penalized splines
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DOI: 10.1007/s00362-015-0711-1
Abstract: In this article we discuss penalized splines for fitting and forecasting univariate nonlinear time series models. While penalized splines have been excessively used in smooth regression, their use in nonlinear time series models is less… read more here.
Keywords: time series; penalized splines; time; series models ... See more keywords