Keywords
time series
forecasting
regression
Kernels
Estadística no paramétrica
series de tiempo
previsión
regresión
núcleos
How to Cite
Abstract
We begin with a short wiew of non parametric estimation of density and regression; then we give details and interpretation of a forecasting method, called non parametric forecasting . We show different aspects, technical as well as practical, and we compare the method with the Box and Jenkings methodology, over some examples.
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