Autoregressive gamma processes
Article Abstract:
A study examining the stationarity and ergodicity conditions of autoregressive gamma processes (ARG) with conditional distributions from non-centred gamma family is presented. ARG is used to filter and smoothen forecasting algorithms.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
Analysis, Autoregression (Statistics)
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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Stochastic models underlying CrostonEs method for intermittent demand forecasting
Article Abstract:
The possible models underlying CrostonEs impromptu method used to forecast intermittent inventory demand are explored. Prediction intervals based on such models may be useful.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
Forecasts, trends, outlooks, Business, Forecasts and trends, Market trend/market analysis
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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Subjects list: Methods, United States, Forecasting
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