Optimising time series forecasts through linear programming
This study explores the usage of linear programming (LP) as a tool to optimise the parameters of time series forecasting models. LP is the most well-known tool in the field of operational research and it has been used for a wide range of optimisation problems. Nonetheless, there are very few applica...
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University of Nottingham
2012
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559600 |