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Analyse d'intervention et prévisions. problématique et application à des données de la RATP

Author

Listed:
  • Laurent Ferrara

    (LAGA - Laboratoire Analyse, Géométrie et Applications - UP8 - Université Paris 8 Vincennes-Saint-Denis - UP13 - Université Paris 13 - Institut Galilée - CNRS - Centre National de la Recherche Scientifique)

  • Dominique Guegan

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

Abstract

Les séries chronologiques de trafic ou de ventes de titres de la RATP sont souvent perturbées par des événements spéciaux. Lors de la modélisation d'une série, l'analyse d'intervention (Box et Tiao (1975)) prend en compte ces interventions extérieures et fournit une mesure de l'impact de celles-ci sur la série. Nous analysons les effets de cette technique d'intervention pour différentes fonctions et nous appliquons cette approche sur des séries réelles.

Suggested Citation

  • Laurent Ferrara & Dominique Guegan, 2000. "Analyse d'intervention et prévisions. problématique et application à des données de la RATP," Post-Print halshs-00194345, HAL.
    • Handle: RePEc:hal:journl:halshs-00194345
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