These methods select a finite number of EWMAs of in-sample data with different parameters, then make linear combination of these EWMAs under different criteria, as the predictor of crude oil price.
该方法使用拟合期内的样本,在不同准则下选取有限个不同参数的EWMA的线性组合,作为油价的预报因子。
These methods select a finite number of EWMAs of in-sample data with different parameters, then make linear combination of these EWMAs under different criteria, as the predictor of crude oil price.
该方法使用拟合期内的样本,在不同准则下选取有限个不同参数的EWMA的线性组合,作为油价的预报因子。
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