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2016 | 26 | 3 | 57-68

Article title

Advances in antithetic time series analysis: separating fact from artifact



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The problem of biased time series mathematical model parameter estimates is well known to be insurmountable. When used to predict future values by extrapolation, even a de minimis bias will even-tually grow into a large bias, with misleading results. This paper elucidates how combining antithetic time series’ solves this baffling problem of bias in the fitted and forecast values by dynamic bias can-cellation. Instead of growing to infinity, the average error can converge to a constant.








Physical description


  • SBI, Florida A&M University and Department of Scientific Computing, Florida State University, Tallahassee, Fl., USA


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