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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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/12515/ |