Complementary antithetic weights for lognormal time-series forecasting

Complementary antithetic weights for lognormal time-series forecasting

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Article ID: iaor20012092
Country: United Kingdom
Volume: 27
Issue: 13
Start Page Number: 1347
End Page Number: 1349
Publication Date: Nov 2000
Journal: Computers and Operations Research
Authors:
Abstract:

A simplified antithetic time-series model is presented. Two independent combining weights are replaced by a single weight and its complement. The number of computations and the time required to perform them are thereby reduced.

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