The problem of selecting the bandwidth of a kernel regression estimator when the observed data are serially correlated is considered. The bandwidth is selected by using a version of cross-validation ...

CEO of InfluxData, a leading time series platform, board member for One Heart Worldwide and board advisor for Lucidworks and The Fabric. More than ever, mission-critical applications require real-time ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...