Comparison between Mixture of ARMA and Mixture of AR Model with Application to Time Series Forecasting

Ho Yin Kwok, Chi-Ming Chen, Lei Xu. Comparison between Mixture of ARMA and Mixture of AR Model with Application to Time Series Forecasting. In Shiro Usui, Takashi Omori, editors, The Fifth International Conference on Neural Information Processing, ICONIP R98, Kitakyushu, Japan, October 21-23, 1998, Proceedings. pages 1049-1052, IOA Press, 1998.

Abstract

Abstract is missing.