𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Evolving Time Series Forecasting ARMA Models

✍ Scribed by Paulo Cortez; Miguel Rocha; José Neves


Book ID
111584194
Publisher
Springer US
Year
2004
Tongue
English
Weight
196 KB
Volume
10
Category
Article
ISSN
1381-1231

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Forecasting growth with time series mode
✍ Daniel Peña 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 485 KB 👁 1 views

This paper compares the structure of three models for estimating future growth in a time series. It is shown that a regression model gives minimum weight to the last observed growth and maximum weight to the observed growth in the middle of the sample period. A first-order integrated ARIMA model, or

Municipal budget forecasting with multiv
✍ G. W. Downs; D. M. Rocke 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 755 KB

In this paper multivariate ARMA models are applied to the problem of forecasting city budget variables. Unlike univariate time-series methods, multivariate models can use relationships among budget variables as well as relationships with economic and demographic indicators. Although available budget

Time series forecasting models involving
✍ W. S. Hopwood; J. C. McKeown; P. Newbold 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 338 KB

In this paper we discuss procedures for overcoming some of the problems involved in fitting autoregressive integrated moving average forecasting models to time series data, when the possibility of incorporating an instantaneous power transformation of the data into the analysis is contemplated. The