TRANSFORMATION AND ESTIMATION OF PARAMETERS TOWARDS THE FORECASTING OF TIME-SERIES / TRANSFORMAÇÃO E ESTIMAÇÃO DE PARÂMETROS PARA MODELOS ADAPTADOS A PREVISÕES DE SERIES TEMPORAIS
AUTOR(ES)
ROBERTO PEREIRA D ARAUJO
DATA DE PUBLICAÇÃO
1974
RESUMO
The present paper is totally based upon the theory of time series modeling, presented by BOX &JENKINS in Time Series Analysis: Forecasting and Control. (1970). Enphasis is given to the problem of tranformation and estimation of parameters, with the objective to forecast time series. This paper presents a set of programs for pratical applications of the techniques developped. The case of a hidrologic time series of inflows of Rio Grande, Brasil is included.
ASSUNTO(S)
previsao time series parameter estimation forecasting estimacao de parametros series temporais
ACESSO AO ARTIGO
Documentos Relacionados
- A LINEAR-NEURAL HYBRID MODEL FOR ANALYSIS AND FORECASTING OF TIME-SERIES
- IDENTIFICATION AND APPLICATION OF TESTS TO TIME SERIES FORECASTING MODELS
- Time-series forecasting of pollutant concentration levels using particle swarm optimization and artificial neural networks
- Inequalities in mammography and Papanicolaou test coverage: a time-series study
- Reconstruction of the dynamics of the climatic system from time-series data
