Automatic Modeling Methods for Univariate Series
In this article, a unified approach to automatic modeling for univariate series is presented. First, ARIMA models and the classical methods for fitting these models to a given time series are reviewed. Second, some objective methods for model identification are considered and some algorithmical procedures for automatic model identification are described. Third, outliers are incorporated into the model and an algorithm, for automatic model identification in the presence of outliers is proposed.
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