An automatic procedure for Box-Jenkins model building

DOI10.1016/0377-2217(84)90012-2MaRDI QIDQ793484zbMATH OpenOpenAlexFDO

Authors Gaëtan Libert

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)90012-2

zbMATH Keywords

Box-Jenkins modelCAPRI

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20)

Recommendations

• Automatic SARIMA modeling and forecast accuracy
• Box-Jenkins identification revisited. II: Applications
• Automated forecasting procedure
• Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms
• Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques

Cites work

• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 3509640 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3305567 (Why is no real title available?)
• A new look at the statistical model identification
• A note on differencing autoregressive moving average (p, q) processes
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Construction automatique et continue de prévisions
• Some recent advances in time series modeling

Cited in

(1)

• Automatic SARIMA modeling and forecast accuracy

This page was built for publication: An automatic procedure for Box-Jenkins model building

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793484)