scientific article; zbMATH DE number 907943

MaRDI QIDQ4886786zbMATH OpenFDO

Authors John S. Chipman, Peter Winker

Publication date 23 July 1996

zbMATH Keywords

groupingsindustrial classificationprice indicesminimization of mean-square forecast erroroptimal partition and aggregation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Economic time series analysis (91B84) Integer programming (90C10)

Recommendations

• Optimal aggregation of linear time series models
• Optimization heuristics in econometrics. Applications of threshold accepting
• Theory and practice in optimal aggregation of linear models: application of W. D. Fisher's method to input-output models
• Identification of multivariate AR-models by threshold accepting

Cited in

(5)

• Optimal aggregation of linear time series models
• A threshold accepting heuristic with intense local search for the solution of special instances of the traveling salesman problem
• Optimization heuristics in econometrics. Applications of threshold accepting
• Construction of uniform designs over continuous domain in computer experiments
• Identification of multivariate AR-models by threshold accepting

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 Q4886786)