Chapter 11: Model Building: Alternative Modeling Approaches
11.1 Nonlinear Forecasting Models
11.1.1 Nonlinear Modeling Features
11.1.2 Forecasting Models Based on Neural Networks
11.1.3 Forecasting Models Based on Support Vector Machines
11.1.4 Forecasting Models Based on Evolutionary Computation
11.2 More Modeling Alternatives
11.2.2 Unobserved Component Models (UCM)
11.1 Nonlinear Forecasting Models
The objective of this section is to give you an overview of some of the most popular nonlinear forecasting methods. Because most of these methods are still in the research domain, the focus is on describing their key principles without examples. The section includes a generic summary of the nonlinear modeling features ...
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