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Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models

โœ Scribed by Patrick A. Thompson and Robert B. Miller


Book ID
124697156
Publisher
American Statistical Association
Year
1986
Tongue
English
Weight
377 KB
Volume
4
Category
Article
ISSN
0735-0015

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This paper reviews the approach to forecasting based on the construction of ARIMA time series models. Recent developments in this area are surveyed, and the approach is related to other forecasting methodologies.