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A comparison of the accuracy of the Box-Jenkins method with that of automated forecasting methods

✍ Scribed by Laurette Poulos; Alan Kvanli; Robert Pavur

Book ID
119138335
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
893 KB
Volume
3
Category
Article
ISSN
0169-2070

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πŸ“œ SIMILAR VOLUMES

The accuracy of extrapolation methods; a
The accuracy of extrapolation methods; an automatic box–jenkins package sift
✍ Gareth Hill; Robert Fildes πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 294 KB

## Abstract Hill and Woodworth (1980) proposed an algorithm suitable for identifying Box–Jenkins models automatically without reliance on the investigator. This paper first reviews the method. It is then used on the 111 series analysed by Anderson in the Makridakis forecasting competition. The resu