Keyword: ARIMA processes

Found 79 papers in total
Generalized exponential smoothing
Generalized exponential smoothing
1994,
Despite being one of the oldest forecasting methods, general exponential smoothing is...
A law of large numbers for the bifurcating autoregressive process
A law of large numbers for the bifurcating autoregressive process
1995,
The bifurcating autoregressive model is of both practical interest, as in the analysis...
Forecasting costs incurred from unit differencing fractionally integrated processes
Forecasting costs incurred from unit differencing fractionally integrated processes
1994,
This paper investigates the cost of assuming a unit difference when the series is only...
Restricted forecasts using exponential smoothing techniques
Restricted forecasts using exponential smoothing techniques
1994,
A methodology is presented for obtaining optimal forecasts with exponential smoothing...
Adventures with ARIMA software
Adventures with ARIMA software
1994,
Many software packages are available for fitting autoregressive integrated moving...
Sampled autocorrelations from an integrated ARMA process
Sampled autocorrelations from an integrated ARMA process
1993,
The paper investigates the behaviour of the lag- k sample serial correlation , for...
Exponential smoothing: Estimation by maximum likelihood
Exponential smoothing: Estimation by maximum likelihood
1990,
In this paper several forecasting methods based on exponential
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