PARSIMONY AND ITS IMPORTANCE IN TIME-SERIES FORECASTING

被引:25
作者
LEDOLTER, J [1 ]
ABRAHAM, B [1 ]
机构
[1] UNIV WATERLOO,DEPT STAT,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
D O I
10.2307/1268232
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:411 / 414
页数:4
相关论文
共 10 条
[1]   FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) :243-&
[2]  
Box G.E.P., 1976, TIME SERIES ANAL
[3]   A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].
BOX, GEP ;
MULLER, ME .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611
[4]   SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J].
DAVIES, N ;
NEWBOLD, P .
BIOMETRIKA, 1979, 66 (01) :153-155
[5]   FITTING AUTOREGRESSIONS [J].
JONES, RH .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (351) :590-592
[6]  
Levinson N., 1947, J MATH PHYS, V25, P261
[7]  
LJUNG GM, 1979, BIOMETRIKA, V66, P265, DOI 10.1093/biomet/66.2.265
[8]   AN ALGORITHM FOR LEAST-SQUARES ESTIMATION OF NONLINEAR PARAMETERS [J].
MARQUARDT, DW .
JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1963, 11 (02) :431-441
[9]   DISCUSSION, EMPHASIZING CONNECTION BETWEEN ANALYSIS OF VARIANCE AND SPECTRUM ANALYSIS [J].
TUKEY, JW .
TECHNOMETRICS, 1961, 3 (02) :191-&
[10]  
YAMAMOTO T, 1976, APPL STAT, V25, P123