Time series and forecasting · Page 4 · TradersWeek

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The registry

Entries in this field

A

E

Exponential smoothing

L

Linear regression

T

V

Vector autoregression

The archive58 readings

Readings on this topic

1995Dividend-yield regression as a hold versus momentum gateLinear regression 1995Input pruning as walk-forward system evaluationSystem optimization 1996Walk-forward analysis belongs in the design of a mechanical trading systemWalk-forward analysis 1998Evaluating linear regression baselines for index valuationLinear regression 1998Walk-forward audit of regression trend forecastsLinear regression 1998Evaluating a cubic least-squares currency trend with walk-forward segmentsLinear regression 1999Constructing seasonal factors from centered moving averagesExponential smoothing 1999Walk-forward evaluation of a polynomial price forecastLinear regression 2001Constructing nearest-neighbor forecasts gated by a trend filterHistorical analog comparison 2001Nearest-neighbor one-week forecast from log-price patternsPattern recognition 2002Price regression line versus beta for index trackingLinear regression 2004Constructing least-squares trendlines from ordered pricesLinear regression