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Bibliografie

Abstract

Optimal weighted mean estimation in regime switching time series models. Abstract

Komorníková Magda, Szokeova D.

: Eight International Conference on Fuzzy Sets Theory and Applications, p. 63-64 , Eds: Klement P.E., Mesiar R., Drobná E., Chovanec F.

: FSTA 2006 /8./, (Liptovský Ján, SK, 30.01.2006-03.02.2006)

: CEZ:AV0Z10750506

: GA402/04/1026, GA ČR

: time series, regime-switching model, aggregation operator, weighted mean

(eng): The method of construction of regime-switching models based on combinations of shape functions with aggregation operators is considered. Optimal number of imputs and optimal weight values (which exhibit superior in-sample as well as out-of-sample fitting performance) are determined.

: 12A

: BA