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

DOI10.1016/0771-050X(80)90017-0zbMATH Open0434.65118OpenAlexW1990356623MaRDI QIDQ1139928FDOQ1139928

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

• Title not available (Why is that?)
• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests
• A Note on the Generation of Random Normal Deviates
• Title not available (Why is that?)
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• Title not available (Why is that?)
• A NOTE ON NORMAL CORRELATION
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

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

Uses Software

• AS 83

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