Browsing Statistics (Theses and Dissertations) by Author "Keogh, Gerard"
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Univariate time series modelling and forecasting using TSMARS
Keogh, Gerard (Trinity College (Dublin, Ireland). School of Computer Science & Statistics, 2006)This thesis studies threshold nonlinearity in time series using TSMARS, a time series extension of the Multivariate Adaptive Regression Splines (MARS) procedure of Friedman (1991a). MARS is model free and can detect and ...