The approximation of long-memory processes by an ARMA model
Article Abstract:
An algorithm is derived from two theorems which improves forecasting with long-memory data using the autoregressive moving average technique.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
United Kingdom, Research, Memory, Average, Mean (Statistics)
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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Selection and estimation of component models for seasonal time series
Article Abstract:
A method to study the evolution of trend and seasonality in an observed time series is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
Financial Forecasting, Business forecasting
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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System-based weights versus series-specific weights in the combination of forecasts
Article Abstract:
The accuracy of the system-based weights systems is discussed in reference to seven alternatives.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1996
United States, Econometrics & Model Building, Models, Econometrics, Business models
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1996
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Subjects list: Statistical Data Included, Methods, Usage, Forecasting, Time-series analysis, Time series analysis
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