Insights into the appropriate level of disaggregation for efficient time series model forecasting

DOI10.1080/02664763.2014.909791zbMath1352.62139OpenAlexW2085757650MaRDI QIDQ2953298

Jeff Mullen, Alba J. Collart, Octavio A. Ramirez

Publication date: 4 January 2017

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.909791

zbMATH Keywords

data aggregationefficient forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
• Temporal aggregation in structural VAR models
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS
• Asymptotic behaviour of temporal aggregates of time series

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