Periodic autoregressive model identification using genetic algorithms

DOI10.1111/j.1467-9892.2011.00772.xzbMath1301.62093WikidataQ58650794 ScholiaQ58650794MaRDI QIDQ2931589

Eugen Ursu, Feridun Turkman

Publication date: 26 November 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00772.x

zbMATH Keywords

identification; genetic algorithms; BIC; parameter constraints; periodic time series

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

90C59: Approximation methods and heuristics in mathematical programming

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