Parsimonious modelling and forecasting of seasonal time series

DOI10.1016/0377-2217(84)90291-1zbMath0529.62079OpenAlexW2072173440MaRDI QIDQ787635

N. E. Zubov

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90291-1

zbMATH Keywords

predictionforecastingparsimonyARIMA formsBox-Jenkins approachmodel-buildingseasonal time series models

Mathematics Subject Classification ID

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

Cites Work

• Forecasting Sales by Exponentially Weighted Moving Averages
• A General Class of Holt-Winters Type Forecasting Models
• The Principles of the Box-Jenkins Approach
• An Analysis of General Exponential Smoothing
• Exponential Smoothing and Short-Term Sales Forecasting
• A Bayesian Approach to Short-term Forecasting
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