Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

This is a preview. Log in through your library . Abstract Local polynomial regression is commonly used for estimating regression functions. In practice, however, with rough functions or sparse data, a ...

We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series of the ...