Automatic ARIMA modeling including interventions, using time series expert software

Article Abstract:

This article accomplishes the following: it provides a description of the method of automatic Auto Regressive Integrated Moving Average (ARIMA), it offer comments on the results, and it makes general comments about the M3-Competition.

---

Out-of-sample tests of forecasting accuracy: an analysis and review

Article Abstract:

Researchers evaluating the accuracy of forecasting analysis have failed to utilize rolling-order evaluations of out-of-sample tests. This has made it difficult to compare or replicate their studies.

Forecasting

---

The use of an expert system in the MC competition

Article Abstract:

An Expert System was developed and used on the M3-Competition data set. Examination of the data revealed that no single series method had proved to be statistically distinguishable from the rest.

Illustration

Similar abstracts:

• Abstracts: A consistent test for conditional symmetry in time series models. Two-step estimation of semiparametric censored regression models
• Abstracts: Environmental policy instruments in an international duopoly with feedback investment strategies. Investment under uncertainty and policy change
• Abstracts: Financial intermediation and growth: causality and causes. Finance and the sources of growth. Bank supervision and corruption in lending
• Abstracts: Untying the knots of international environmental agreements. Biodiversity, trade and international agreements
• Abstracts: Reciprocal fairness and noncompensating wage differentials. Collective action as a social exchange. Fairness and retaliation: The economics of reciprocity

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.