Time-Series Forecasting
From MaRDI portal
Publication:4425811
DOI10.1201/9781420036206zbMath1027.62068OpenAlexW2105119576MaRDI QIDQ4425811
Publication date: 11 September 2003
Full work available at URL: https://doi.org/10.1201/9781420036206
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (21)
Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities ⋮ On the evaluation of information flow in multivariate systems by the directed transfer function ⋮ Pattern identification and characterization reveal permutations of organs as a key genetically controlled property of post-meristematic phyllotaxis ⋮ Open problems in universal induction \& intelligence ⋮ \(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Forecasting in nonlinear univariate time series using penalized splines ⋮ Dynamical mean-field equations for a neural network with spike timing dependent plasticity ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ Analysis and modelling of wind speed in New York ⋮ Spatial–temporal model for wind speed in Lithuania ⋮ Functional time series approach for forecasting very short-term electricity demand ⋮ Employee turnover forecasting for human resource management based on time series analysis ⋮ Case study: shipping trend estimation and prediction via multiscale variance stabilisation ⋮ Assessing surveillance using sensitivity, specificity and timeliness ⋮ A new Levinson-Durbin based 2-D AR model parameter estimation method ⋮ The local partial autocorrelation function and some applications ⋮ On the effectiveness of top‐down strategy for forecasting autoregressive demands ⋮ Optimization of blocked designs in fMRI studies ⋮ Microscale Complexity in the Ocean: Turbulence, Intermittency and Plankton Life ⋮ Model-based INAR bootstrap for forecasting INAR\((p)\) models ⋮ Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
This page was built for publication: Time-Series Forecasting
