A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS (Q3033163)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS |
scientific article |
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A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS (English)
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1990
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ARIMA
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clustering
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parametric approach
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autoregressive integrated moving- average
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invertible models
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Euclidean distance
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autoregressive expansions
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economic time series
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consistency of seasonal adjustment procedures
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