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Automatic ARIMA modeling including interventions, using time series expert software

Author

Listed:
  • Guy Melard
  • Jean-Michel Pasteels

Abstract

No abstract is available for this item.

Suggested Citation

  • Guy Melard & Jean-Michel Pasteels, 2000. "Automatic ARIMA modeling including interventions, using time series expert software," ULB Institutional Repository 2013/13744, ULB -- Universite Libre de Bruxelles.
  • Handle: RePEc:ulb:ulbeco:2013/13744
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    Citations

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    Cited by:

    1. Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
    2. John Berdell & Animesh Ghoshal, 2015. "US–Mexico border tourism and day trips: an aberration in globalization?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 24(1), pages 1-18, December.
    3. Hassane Njimi & Guy Melard & Jean-Michel Pasteels, 2003. "Modélisation SARIMA assistée," ULB Institutional Repository 2013/13830, ULB -- Universite Libre de Bruxelles.
    4. Anton Antonov GERUNOV, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 340-349, June.
    5. Ediger, Volkan S. & Akar, Sertac & Ugurlu, Berkin, 2006. "Forecasting production of fossil fuel sources in Turkey using a comparative regression and ARIMA model," Energy Policy, Elsevier, vol. 34(18), pages 3836-3846, December.
    6. Rajae Azrak & Guy Melard & Hassane Njimi, 2003. "Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations," ULB Institutional Repository 2013/13836, ULB -- Universite Libre de Bruxelles.
    7. Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
    8. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    9. Song, Haiyan & Gao, Bastian Z. & Lin, Vera S., 2013. "Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system," International Journal of Forecasting, Elsevier, vol. 29(2), pages 295-310.
    10. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    11. repec:eee:eneeco:v:66:y:2017:i:c:p:228-237 is not listed on IDEAS
    12. Rajae Azrak & Guy Melard & Hassane Njimi, 2004. "Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations," ULB Institutional Repository 2013/13748, ULB -- Universite Libre de Bruxelles.
    13. Rubio, Ginés & Pomares, Héctor & Rojas, Ignacio & Herrera, Luis Javier, 2011. "A heuristic method for parameter selection in LS-SVM: Application to time series prediction," International Journal of Forecasting, Elsevier, vol. 27(3), pages 725-739, July.
    14. Murat Yalçıntaş & Melih Bulu & Murat Küçükvar & Hamidreza Samadi, 2015. "A Framework for Sustainable Urban Water Management through Demand and Supply Forecasting: The Case of Istanbul," Sustainability, MDPI, Open Access Journal, vol. 7(8), pages 1-18, August.

    More about this item

    Keywords

    ARIMA models; Expert system; Intervention analysis; M3-competition; Outliers;

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