Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study

DOI10.1016/0771-050X(80)90017-0MaRDI QIDQ1139928zbMATH OpenOpenAlexFDO

Authors F. Cole

Publication date 1980

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0771-050x(80)90017-0

zbMATH Keywords

forecastingsimulation studyspectral methodssign testexponential smoothingBox and Jenkins procedurePitman-test

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10) Prediction theory (aspects of stochastic processes) (60G25)

Cites work

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• A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction
• A NOTE ON NORMAL CORRELATION
• A Note on the Generation of Random Normal Deviates
• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests

Cited in

(2)

• Six-dimensional Dirac equation
• The Dirac equation in six-dimensional \(SO(3,3)\) symmetry group and a non-chiral ``electroweak theory

Describes a project that uses

Uses Software

• AS 83

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