Analyse d'intervention et prévisions. Problématique et application à des données de la RATP

Laurent Ferrara; Dominique Guegan

Revue de Statistique Appliquée (2000)

  • Volume: 48, Issue: 2, page 55-72
  • ISSN: 0035-175X

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Ferrara, Laurent, and Guegan, Dominique. "Analyse d'intervention et prévisions. Problématique et application à des données de la RATP." Revue de Statistique Appliquée 48.2 (2000): 55-72. <http://eudml.org/doc/106479>.

@article{Ferrara2000,
author = {Ferrara, Laurent, Guegan, Dominique},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {55-72},
publisher = {Société française de statistique},
title = {Analyse d'intervention et prévisions. Problématique et application à des données de la RATP},
url = {http://eudml.org/doc/106479},
volume = {48},
year = {2000},
}

TY - JOUR
AU - Ferrara, Laurent
AU - Guegan, Dominique
TI - Analyse d'intervention et prévisions. Problématique et application à des données de la RATP
JO - Revue de Statistique Appliquée
PY - 2000
PB - Société française de statistique
VL - 48
IS - 2
SP - 55
EP - 72
LA - fre
UR - http://eudml.org/doc/106479
ER -

References

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  1. M.N. Bhattacharyya and A.P. Layton (1979), «Effectiveness of seat belt legislation on the Queensland road toll - an Australian case study in intervention analysis », Journal of the American Statistical Association, 74, 596- 603. 
  2. G.E. Box and G.M. Jenkins (1970), Time Series Analysis, Forecasting and Control, Holden-Day, San Francisco. Zbl0249.62009MR272138
  3. G.E. Box, G.M. Jenkins and G.C. Reinsel (1994), Time Series Analysis, Forecasting and Control (Third Edition), Prentice Hall, Englewood Cliffs, New Jersey. Zbl0858.62072MR1312604
  4. G.E. Box, and G.C. Tiao (1975), «Intervention analysis with applications to economic and environmentals problems», Journal of the American Statistical Association, 70, 70-79. Zbl0316.62045MR365957
  5. P.J. Brockwell and R.A. Davis (1987), Time Series : Theory and Methods, Springer-Verlag, New-York. Zbl0604.62083MR868859
  6. I. Chang, G. Tiao and C. Chen (1988), «Estimation of Time Series Parameters in the Presence of Outliers», Technometrics, 30, 2, 193-204. MR943602
  7. C. Chen and L.M. Liu (1990), «Joint Estimation of Models Parameters and Outlier Effects in Time Series», Journal of the American Statistical Association, 88, 421, 284-297. Zbl0775.62229
  8. L. Denby and R. Martin (1979), «Robust Estimation of the First Order Autoregressive Parameter», Journal of the American Statistical Association, 74, 140 -146. Zbl0407.62066
  9. G.C. Tiao (1985), «Autoregressive moving average models, intervention problems and outlier detection in time series », Handbook of Statictics, Vol. 5, E.J. HANNAN, P.R. KRISHNAIAH and M.M. RAO editions. MR831745
  10. R.S. Tsay (1986), «Time series model specification in the presence of outliers», Journal of the American Statistical Association, 81, 132 -141. 

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