Tuesday, April 10, 2018

Oscillatory time-series forecasting



I was wondering if this mean(160)-reverting/oscillatory time series "SUM" can be considered chaotic & forecastable to some extend short-term?


http://sg.myfreepost.com/sgTOTO_analysispower.php?draws=60&fn0=Sum


Are there time-series forecasting methods that give a broader "range" prediction structure rather than "exact/precise" future numbers (e.g, neural network which can be totally off since it is just trying to curve-fit)? Is fuzzy logic method able to give a prediction interval for the immediate next period in a discrete time series?


I would appreciate if anyone can provide some insight to this case study.




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