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Article information
2008 , Volume 13, ¹ 4, p.71-88
Luzenko B.N.
Identification and application of multiplicative ARIMA models for forecasts of process with seasonal oscillations
A new method of identification end estimation of parameters of the stochastic ARIMA model is considered. This method differs from the methods usually based on making use of correlation and partial correlation functions of the time series. It also makes possible to estimate greater dimension models with various season periods for subsequent forecasting of processes described using these models.
[full text] Author(s):
Luzenko BorisN.
PhD.
Position: Junior Research Scientist
Address: Russia, Novosibirsk
Bibliography link:
Luzenko B.N. Identification and application of multiplicative ARIMA models for forecasts of process with seasonal oscillations // Computational technologies. 2008. V. 13. ¹ 4. P. 71-88
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