Amer Bakhach

10 Questions 43 Answers 0 Followers

Questions related from Amer Bakhach

Any suggestions on forecasting using exponential smoothing: accuracy and tracking signal?

hi everybody, i am trying to develop my own adaptive exponential smoothing to forecast a particular time series. but i note the follow: the better the Tracking Signal is [-3.5;+3.5] (which is...

07 July 2015 552 3 View

Can we forecast a white noise process?

Dear all, i am trying to forecast a time series(named 'OSVEXT'). the attached file contains the following tests: ACF, PACF, Box-Ljung test, KPSS test, ARIMA (auto.arima using R-package...

03 March 2015 4,243 9 View

Forecasting stationary time series?

I am trying to forecast only one step ahead of a stationary time series. I tried auto. Arima available in 'forecast' R package. The results are not good enough. Do you have any idea?

02 February 2015 3,228 10 View

Any reference (paper, journal) for Aroon indicator?

hi all i am looking for any reference (paper/conference/journal) that report use of Aroon indicator introduced by Chande (1995); any help;

11 November 2014 6,262 2 View

Do you know any published study that report that it would be better (for forecasting accuracy) to have ONLY discrete data in Bayesian Network?

hi all, do you know any published study that report that it would be better (for forecasting accuracy) to have ONLY discrete data in Bayesian Network? or, alternatively, continuous data may lead...

09 September 2014 6,486 5 View

Can anyone help me use synthetic data for a mutual information test?

I am working on new research and I need to test my theory using synthetic data composed of approx. 8 variables (1 of them is supposed to be the dependent variable) but ONLY 2 of them have...

04 April 2014 2,173 0 View

What is the appropriate package to use for performing NML using R?

I am trying to apply NML (Normalized Maximum Likelihood) information criterion using R, but I couldn't find the appropriate package.

03 March 2014 8,974 1 View

What is the best "nonlinear information criteria" for a financial time series?

I am working on an optimization algorithm that needs to calculate at each step information criteria between two financial time series. I have tried AICc, BIC, FIC, but I prefer to be able to...

02 February 2014 5,734 1 View

Does anyone have experience with WAIC information criteria using R?

I am trying to write a program in R and I need to calculate WAIC (Watanabe 2013); R packages: MuMIn & AICcmodavg only provide support for (AIC, QAIC, AICc,..) but not WAIC. Any idea?

01 January 2014 7,300 2 View

Computational problem with high dimensional Genetic Programming?

I am currently working on a research where a large number of variables are included in GP function. That is y=f[x(1), x(2), ...,x(i)]; where i>50 and each x(i) is a non-stationary time-series. As...

11 November 2013 1,713 15 View