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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.

Author: Swift, A. Louise
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1995
Research, Forecasting

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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.

Author: Klein, Andre
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1996
Belgium, Water Transportation, Forecasts and trends, Antwerp, Belgium (City), Shipping industry, Transformations (Mathematics)

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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.

Author: Ferrara, L., Guegan, And D.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
France, Local and Suburban Transportation, Local Transit, Urban Transit Systems, Transportation industry, Paris, France, Urban transportation

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Subjects list: Models, Time-series analysis, Time series analysis, Statistical Data Included, Transportation
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