Modelling and forecasting time series with a general non-normal distribution
Article Abstract:
A study analyzing a model that forecasts time series with the Johnson family of distributions was conducted using the Monte Carlo simulation for reliablility. Results indicate that the Janacek-Swift model can be used to forecast with some reliability. A range of real and simulated series was forecasted. The naive forecast provided a report with the empirical minimum mean absolute error.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1995
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Forecasting the Antwerp maritime traffic flows using transformations and intervention models
Article Abstract:
Tranformations and intervention models are used with univariate time-series models to forecast the shipping traffic volumes in Antwerp, Belgium's port.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1996
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Forecasting with k-factor Gegenbauer processes: theory and applications
Article Abstract:
A model for Paris, France's urban transportation is developed. The model is good for long term forecasting but not for the short term.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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