Time series and forecasting · TradersWeek

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E

Exponential smoothing

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Linear regression

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V

Vector autoregression

The archive58 readings

Readings on this topic

1982Construct ARIMA forecasts from lag diagnosticsARIMA 1984Constructing a maximum-entropy forecast from a chosen lookbackMaximum entropy spectrum analysis 1985Evaluating ARIMA envelopes as entry, exit and stop rulesARIMA 1985Daily ARIMA range as a filter for intraday stochastic divergenceARIMA 1989Constructing holdout-checked synthetic prices from chaos mapsSystem optimization 1989Constructing supervised forecasts on moving averagesMoving average 1990Curve fits fail the forecast testSystem optimization 1990Constructing adaptive filters from equal-weight averagesAdaptive Filter 1990Two clocks for copper: a factor regime, a regression baseline, and leftover moving-average timingCorrelation analysis 1990Constructing a nominal index price from earnings and a fitted yieldLinear regression 1990Constructing a nominal index value from forward earnings and fitted yieldLinear regression 1990Earnings yield, rate correlation and regression for equity valueLinear regression