Enhancing Forecast Accuracy for Damped Trend and Multiplicative Seasonality: A Hybrid Time-Series Framework with Simulation Study.

Forecasting time series characterized by a damped trend and multiplicative seasonality (DTMS) presents a significant challenge, as conventional models like ARIMA and ETS often fail to capture their complex, non-linear interactions. This study bridges this gap by developing and evaluating a novel hyb...

Popoln opis

Bibliografske podrobnosti

Main Authors:	Md. Kamrul Hasan, Amrin Binte Ahmed, K. M. Zahidul Islam, Rumana Rois
Format:	Online
Jezik:	angleščina
Izdano:	Journal of Science 2026
Teme:	Dhaka Stock Exchange, Damped trend and multiplicative seasonality, Hybrid machine learning, Low-volatility regime; Support Vector Regression.
Online dostop:	http://journals.juniv.edu/index.php/jos/article/view/386
Oznake:	Označite Brez oznak, prvi označite!