scientific article; zbMATH DE number 3885169

MaRDI QIDQ3218977zbMATH OpenFDO

Authors Roger Astier, Christian Duhamel

Publication date 1985

zbMATH Keywords

autocorrelationforecastingknown perturbationsMonthly time seriespredictionresidualsunknown periodic variances

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 5178417
• Seasonality analysis of time series in partial linear models
• Semiparametric Modeling of Seasonal Time Series
• scientific article; zbMATH DE number 3938367
• The effects of seasonally adjusting a periodic autoregressive process

Cited in

(17)

• The sample spectrum of time series with trading day variation
• Time series seasonal analysis based on fuzzy transforms
• Analysing seasonal health data
• Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals
• The study of forecast model for seasonal time series
• Using VARIMA model to predict average monthly temperature in Cairo governorate, Egypt
• Seasonality analysis of time series in partial linear models
• Application of the seasonal ARIMA method to wine price index analysis
• Statistical analysis and expansion of time series of the mean annual precipitation in mountain KBR areas
• scientific article; zbMATH DE number 3965267 (Why is no real title available?)
• scientific article; zbMATH DE number 3990725 (Why is no real title available?)
• scientific article; zbMATH DE number 2000128 (Why is no real title available?)
• scientific article; zbMATH DE number 2060188 (Why is no real title available?)
• Identification of Aperiodic Seasonality in Non-Gaussian Time Series
• The seasonal variance and covariance of time series
• A prediction-residual approach for identifying rare events in periodic time series
• Inferences on problems in modeling multi variate data sets in synodic time

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3218977)