This paper shows that the whole forecast function of ARIMA time series models, and not just the eventual forecast function, may be updated each time an observation is received. The paper also shows that the coecients in the updating equations for the forecast function may be expressed in exactly the
Application of ARIMA models to forecast the quality of a french cheese: The ‘Comte’
✍ Scribed by V. Onado
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 980 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0020-7101
No coin nor oath required. For personal study only.
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