Model identification of ARIMA family using genetic algorithms
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- A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
- A comparison of some of pattern identification methods for order determination of mixed ARMA models
- A new look at the statistical model identification
- An algorithm for the exact likelihood of a mixed autoregressive-moving average process
- Computer automation of general-to-specific model selection procedures
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method
- Estimating the dimension of a model
- FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- Finite sample properties of estimators for autoregressive moving average models
- Fitting autoregressive models for prediction
- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
- Optimized multivariate lag structure selection
- Recursive estimation of mixed autoregressive-moving average order
- Some new algorithms for recursive estimation in constant, linear, discrete-time systems
- Specification search in nonlinear time-series models using the genetic algorithm.
- Subset Autoregression
- Testing for Unit Roots in Seasonal Time Series
- The exact likelihood function for a mixed autoregressive-moving average process
- The likelihood function of stationary autoregressive-moving average models
- Use of canonical analysis in time series model identification
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
Cited in
(12)- Subset ARMA model identification using genetic algorithms
- Hybridization of intelligent techniques and ARIMA models for time series prediction
- Evolutionary computation methods and their applications in statistics
- ARMA model order and parameter estimation using genetic algorithms
- A Hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption
- Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors
- Using genetic algorithms grey theory to forecast high technology industrial output
- Mutual information model selection algorithm for time series
- scientific article; zbMATH DE number 1703876 (Why is no real title available?)
- Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans
- Forecasting \(\text{SO}_{2}\) pollution incidents by means of Elman artificial neural networks and ARIMA models
- Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
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