On trend estimation of time-series: a simple linear programming approach

DOI10.1057/palgrave.jors.2600328zbMath0881.90031OpenAlexW2034806693MaRDI QIDQ4345522

Adi Raveh, Gur Mosheiov

Publication date: 23 July 1997

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600328

zbMATH Keywords

multiple criteriatime-seriestrend estimationlinear programming solution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Linear programming (90C05)

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