Univariate Time Series Modelling and Forecasting using TSMARS

By Gerard Keogh

This monograph examines nonlinear threshold time series models using TSMARS, a time series extension of the Multivariate Adaptive Regression Splines (MARS). MARS is model free and can detect and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838335953
• ISBN13: 9783838335957
• Release Date: January 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 248 Pages
• Weight: 0.81 lbs.
• Dimensions: 0.6" x 6.0" x 9.0"