Adaptive order determination for constructing time series forecasting models (Q2807609)
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scientific article; zbMATH DE number 6584839
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| default for all languages | No label defined |
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| English | Adaptive order determination for constructing time series forecasting models |
scientific article; zbMATH DE number 6584839 |
Statements
Adaptive Order Determination for Constructing Time Series Forecasting Models (English)
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25 May 2016
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autoregressive moving average (ARMA)
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ARMA processes
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autoregressive representations
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effective sample size
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maximum a priori determined order limits
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robustness
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0.8418203592300415
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0.7627355456352234
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0.762296736240387
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0.759850025177002
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