Time series and forecasting · Page 2 · TradersWeek

Skip to main content

The registry

Entries in this field

A

E

Exponential smoothing

L

Linear regression

T

V

Vector autoregression

The archive58 readings

Readings on this topic

1990Constructing a short-horizon ARIMA from differenced wheat closesARIMA 1991Constructing tick engines to match price-change histogramsMonte Carlo simulation 1991Constructing five-session forecasts from stochastic, ADX, and MACD inputsStochastic oscillator 1991Out-of-sample checks for linear growth fitsLinear regression 1991Name the window, then combine leadersCorrelation analysis 1991Quadratic trend, residual oscillator, and a secondary cycle calendarLinear regression 1992Constructing log-linear growth-rate baselinesLinear regression 1992Constructing an index nominal from smoothed earnings and effective ratesLinear regression 1992Constructing log-linear growth and reliability screensLinear regression 1992Constructing forecast models with regression, walk-forward, and robustnessLinear regression 1992Next-session high, low, and close from rolling linear regressionLinear regression 1992Walk-forward evaluation of weekly price-change patternsWalk-forward analysis