| Article ID: | iaor20082816 |
| Country: | United Kingdom |
| Volume: | 26 |
| Issue: | 4 |
| Start Page Number: | 239 |
| End Page Number: | 250 |
| Publication Date: | Jul 2007 |
| Journal: | International Journal of Forecasting |
| Authors: | Chuang Ming-De, Yu Gwo-Hsing |
| Keywords: | statistics: distributions |
A new forecasting non-Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu’s method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting accuracy.