Nonparametric time series forecasting with dynamic updating

Han Lin Shang; Rob J. Hyndman

Nonparametric time series forecasting with dynamic updating

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

Original language	English
Title of host publication	Interfacing modelling and simulation with mathematical and computational sciences
Subtitle of host publication	18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings
Editors	R. S. Anderssen, R. D. Braddock, L. T. H. Newham
Place of Publication	Christchurch, NZ
Publisher	Modelling and Simulation Society of Australia and New Zealand
Pages	1552-1558
Number of pages	7
ISBN (Print)	9780975840078
Publication status	Published - 2009
Externally published	Yes
Event	18th World IMACS Congress and International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, MODSIM09 - Cairns, QLD, Australia Duration: 13 Jul 2009 → 17 Jul 2009

Other

Other	18th World IMACS Congress and International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, MODSIM09
Country/Territory	Australia
City	Cairns, QLD
Period	13/07/09 → 17/07/09

Keywords

El Ni˜no time series
penalized least squares
principal component regression

Access to Document

https://mssanz.org.au/modsim09/D11/shang.pdf

Cite this

Shang, H. L., & Hyndman, R. J. (2009). Nonparametric time series forecasting with dynamic updating. In R. S. Anderssen, R. D. Braddock, & L. T. H. Newham (Eds.), Interfacing modelling and simulation with mathematical and computational sciences: 18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings (pp. 1552-1558). Modelling and Simulation Society of Australia and New Zealand. https://mssanz.org.au/modsim09/D11/shang.pdf

Shang, Han Lin ; Hyndman, Rob J. / Nonparametric time series forecasting with dynamic updating. Interfacing modelling and simulation with mathematical and computational sciences: 18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings. editor / R. S. Anderssen ; R. D. Braddock ; L. T. H. Newham. Christchurch, NZ : Modelling and Simulation Society of Australia and New Zealand, 2009. pp. 1552-1558

@inproceedings{16145c8a64ea4c038452571f55dda8c5,

title = "Nonparametric time series forecasting with dynamic updating",

keywords = "El Ni˜no time series, penalized least squares, principal component regression",

author = "Shang, {Han Lin} and Hyndman, {Rob J.}",

year = "2009",

language = "English",

isbn = "9780975840078",

pages = "1552--1558",

editor = "Anderssen, {R. S.} and Braddock, {R. D.} and Newham, {L. T. H.}",

booktitle = "Interfacing modelling and simulation with mathematical and computational sciences",

publisher = "Modelling and Simulation Society of Australia and New Zealand",

note = "18th World IMACS Congress and International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, MODSIM09 ; Conference date: 13-07-2009 Through 17-07-2009",

}

Shang, HL & Hyndman, RJ 2009, Nonparametric time series forecasting with dynamic updating. in RS Anderssen, RD Braddock & LTH Newham (eds), Interfacing modelling and simulation with mathematical and computational sciences: 18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings. Modelling and Simulation Society of Australia and New Zealand, Christchurch, NZ, pp. 1552-1558, 18th World IMACS Congress and International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, MODSIM09, Cairns, QLD, Australia, 13/07/09. <https://mssanz.org.au/modsim09/D11/shang.pdf>

Nonparametric time series forecasting with dynamic updating. / Shang, Han Lin; Hyndman, Rob J.
Interfacing modelling and simulation with mathematical and computational sciences: 18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings. ed. / R. S. Anderssen; R. D. Braddock; L. T. H. Newham. Christchurch, NZ: Modelling and Simulation Society of Australia and New Zealand, 2009. p. 1552-1558.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

TY - GEN

T1 - Nonparametric time series forecasting with dynamic updating

AU - Shang, Han Lin

AU - Hyndman, Rob J.

PY - 2009

Y1 - 2009

KW - El Ni˜no time series

KW - penalized least squares

KW - principal component regression

UR - http://www.scopus.com/inward/record.url?scp=80053043022&partnerID=8YFLogxK

M3 - Conference proceeding contribution

SN - 9780975840078

SP - 1552

EP - 1558

BT - Interfacing modelling and simulation with mathematical and computational sciences

A2 - Anderssen, R. S.

A2 - Braddock, R. D.

A2 - Newham, L. T. H.

PB - Modelling and Simulation Society of Australia and New Zealand

CY - Christchurch, NZ

T2 - 18th World IMACS Congress and International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, MODSIM09

Y2 - 13 July 2009 through 17 July 2009

ER -

Shang HL, Hyndman RJ. Nonparametric time series forecasting with dynamic updating. In Anderssen RS, Braddock RD, Newham LTH, editors, Interfacing modelling and simulation with mathematical and computational sciences: 18th IMACS World Congress, MODSIM09, Cairns, Australia 13-17 July 2009 : proceedings. Christchurch, NZ: Modelling and Simulation Society of Australia and New Zealand. 2009. p. 1552-1558

Nonparametric time series forecasting with dynamic updating

Other

Keywords

Access to Document

Other files and links

Cite this