Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

Table 3

Model specifications by experiments for sample size and nonlinearity dynamics monitoring.

Experiment	Model specifications
1	𝑥𝑡=𝑒^0.3𝑡+𝜀𝑡	𝜀𝑡∼NID[0,1]
2	𝑦𝑡=0.8𝑦𝑡−1+𝜀𝑡	𝜀𝑡∼NID[0,1]
	𝑑𝑡=𝑑𝑡−1+𝑦𝑡	𝑥𝑡=𝑒^0.8𝑡−𝑒^−0.3𝑡2+𝑑𝑡