The purpose of the paper is to investigate the accuracy of forecasts derived from univariate and multivariate time-series models. An iterative method to adjust for impact assessment in univariate ARIMA models is discussed and illustrated for the German unemployment rate. Finally, we also examine the
Calculating the rate of loss of information from chaotic time series by forecasting
β Scribed by Wales, David J.
- Book ID
- 109771938
- Publisher
- Nature Publishing Group
- Year
- 1991
- Tongue
- English
- Weight
- 425 KB
- Volume
- 350
- Category
- Article
- ISSN
- 0028-0836
- DOI
- 10.1038/350485a0
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