A comparison of some of pattern identification methods for order determination of mixed ARMA models
From MaRDI portal
(Redirected from Publication:1962151)
Recommendations
Cites work
- scientific article; zbMATH DE number 4135256 (Why is no real title available?)
- scientific article; zbMATH DE number 3703856 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3599350 (Why is no real title available?)
- ARMA model identification
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
- TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
- Use of canonical analysis in time series model identification
- Using instrumental variables for selecting the order of arma models
Cited in
(7)- Model identification of ARIMA family using genetic algorithms
- Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order
- Automatic model identification using vector sample autocorrelation function
- Designing fuzzy time series forecasting models: a survey
- Order Reductions of the Marginals and Identification of Multiple ARMA Models
- Hybridization of intelligent techniques and ARIMA models for time series prediction
- A case study on the shareholder network effect of stock market data: an SARMA approach
This page was built for publication: A comparison of some of pattern identification methods for order determination of mixed ARMA models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962151)