Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data
双参数预测函数族：季节性模型、平滑与 ARIMA 比较及股市应用
We introduce twenty four two-parameter families of advanced time series forecasting functions using a new and nonparametric approach. We also introduce the concept of powering and derive nonseasonal and seasonal models with examples in education, sales, finance and economy. We compare the performance of our twenty four models to both Holt--Winters and ARIMA models for both nonseasonal and seasonal times series. We show in particular that our models not only do not require a…