Analysing time series for forecasting (a personal view)
RAIRO - Operations Research - Recherche Opérationnelle (1989)
- Volume: 23, Issue: 2, page 113-150
- ISSN: 0399-0559
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topAnderson, Oliver D.. "Analysing time series for forecasting (a personal view)." RAIRO - Operations Research - Recherche Opérationnelle 23.2 (1989): 113-150. <http://eudml.org/doc/104958>.
@article{Anderson1989,
author = {Anderson, Oliver D.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {autocorelation; ARIMA models; general unit-circle nonstationarity; simplifying operators; Wichern behaviour; prediction; time-domain modelling; Box-Jenkins methodology; forecasting time series; serial correlation structure; model identification; stationary; nonstationary; expected forecast error; long-memory processes},
language = {eng},
number = {2},
pages = {113-150},
publisher = {EDP-Sciences},
title = {Analysing time series for forecasting (a personal view)},
url = {http://eudml.org/doc/104958},
volume = {23},
year = {1989},
}
TY - JOUR
AU - Anderson, Oliver D.
TI - Analysing time series for forecasting (a personal view)
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1989
PB - EDP-Sciences
VL - 23
IS - 2
SP - 113
EP - 150
LA - eng
KW - autocorelation; ARIMA models; general unit-circle nonstationarity; simplifying operators; Wichern behaviour; prediction; time-domain modelling; Box-Jenkins methodology; forecasting time series; serial correlation structure; model identification; stationary; nonstationary; expected forecast error; long-memory processes
UR - http://eudml.org/doc/104958
ER -
References
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