Title

The Effect of Stepsize on Prediction Accuracy in Time Series Models

Student Author(s)

Se Young Jin

Faculty Mentor(s)

Dr. Yew-Meng Koh, Mathematics

Document Type

Poster

Event Date

4-21-2017

Abstract

Prediction accuracy of the response variable at future time points in a time series is a function of many factors, one of which is the number of available observations. We look at how adversely larger stepsizes (which are related to the number of available observations) affect prediction accuracy. We also consider the effect of using information from additional predictor variables on prediction accuracy as a function of stepsize.

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