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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Bibliographic Details
Main Author: Panagiotopoulos, Apostolos
Published: University of Nottingham 2012
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559600