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MATLAB Routines for Moving Median with Trend and Seasonality for Time Series Prediction
seekers, Sun Aug 06, 2017 9:49 pm
In this paper we provide a simple MATLAB routine which computes the moving median with trend and seasonality. This approach is linear and for this reason has its disadvantages. So this routine can be improved by combining Monte-Carlo simulations, genetic algorithms simulations and wavelets decomposition.