Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent

Guy Mélard; Olivier Rouland

RAIRO - Operations Research - Recherche Opérationnelle (1986)

  • Volume: 20, Issue: 2, page 89-113
  • ISSN: 0399-0559

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Mélard, Guy, and Rouland, Olivier. "Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent." RAIRO - Operations Research - Recherche Opérationnelle 20.2 (1986): 89-113. <http://eudml.org/doc/104899>.

@article{Mélard1986,
author = {Mélard, Guy, Rouland, Olivier},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {exponential smoothing; short term forecasting methods; extrapolative methods; Box-Jenkins method; ARIMA models; deterministic seasonal component; heteroscedasticity; parametrized transformation of the variate; interventions},
language = {fre},
number = {2},
pages = {89-113},
publisher = {EDP-Sciences},
title = {Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent},
url = {http://eudml.org/doc/104899},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Mélard, Guy
AU - Rouland, Olivier
TI - Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1986
PB - EDP-Sciences
VL - 20
IS - 2
SP - 89
EP - 113
LA - fre
KW - exponential smoothing; short term forecasting methods; extrapolative methods; Box-Jenkins method; ARIMA models; deterministic seasonal component; heteroscedasticity; parametrized transformation of the variate; interventions
UR - http://eudml.org/doc/104899
ER -

References

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