Analysing time series for forecasting (a personal view)

DOI10.1051/RO/1989230201131zbMath0672.62098OpenAlexW2474944436MaRDI QIDQ3825978

Oliver D. Anderson

Publication date: 1989

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104958

zbMATH Keywords

predictionstationarynonstationaryARIMA modelsmodel identificationforecasting time serieslong-memory processesBox-Jenkins methodologyserial correlation structuretime-domain modellingautocorelationexpected forecast errorgeneral unit-circle nonstationaritysimplifying operatorsWichern behaviour

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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