A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
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Publication:3033163
DOI10.1111/j.1467-9892.1990.tb00048.xzbMath0691.62083OpenAlexW2114830639MaRDI QIDQ3033163
Publication date: 1990
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00048.x
clusteringARIMAEuclidean distanceeconomic time seriesparametric approachinvertible modelsautoregressive expansionsautoregressive integrated moving- averageconsistency of seasonal adjustment procedures
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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