Performance evaluation of Bootstrap-Linear recurrent formula and Bootstrap-Vector singular spectrum analysis in the presence of structural break

The Singular Spectrum Analysis (SSA) forecasting method has been used widely recently. SSA has characteristics and advantages in decomposing data into trends, oscillations, and noise, which are for forecasting. Forecasting withSSA can be done by several ways e.g. Linear Recurrent Formula (LRF), Vect...

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Hauptverfasser:	Sasmita, Yoga, Kuswanto, Heri, Prastyo, Dedy D., Otok, Bambang W.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Accuracy Forecasting Horizon International trade Performance evaluation Spectrum analysis
Online-Zugang:	Volltext
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