state-space formulationWe develop a Cp statistic for the selection of regression models with stationary and nonstationary ARIMA error term. We derive the asymptotic theory of the maximum likelihood estimators and show they are consistent and asymptotically Gaussian. We also prove that the distribution ...
Thirdly, the common building blocks used in the formulation of ARIMA and structural models are combined to consider two basic ARIMA models having the same desirable properties attributed to the popular basic struc- tural model. For illustration, we apply the proposed methods in the modelling of ...
通过研究云南省人口总量时间序列(1980--2008),建立ARIMA模型,为人口预测和控制提供一个简单的统计方法。关键词: 云南省人口总量 ARIMA模型 人口预测 ARIMA model in our population prediction Li Tong Wen Abstract: How to accurately describe and predict the population, coordinated the formulation of socio-...
and the prediction effect is better;for the hourly passenger flow,the combination of ARIMA and LSTM can improve the accuracy.The research can provide technical support for passenger flow management,fare formulation,train organization and so on.Key words ：Time series data;Urban rail transit;ARIMA ...
This paper provides a general approach to the formulation and estimation of dynamic unobserved component models. After introducing the general model, two m... RF Engle,MW Watson - 《Journal of Econometrics》 被引量: 704发表: 1983年 Model Specification in Multivariate Time Series The major problem...
1.Integrating regression analysis with time series analysis, a regression model withseasonal ARIMAerrors — Regression-Time Series Analysis model — was presented to forecast the short-term freight.应用此回归-时序混合模型进行月度货运量的拟合预测,并与多元线性回归模型和季节ARIMA模型的拟合预测结果相比较,表...
Spatio-Temporal Integrated Forecast Method of Forest Fire Area Based on DRNN and ARIMA Model 基于DRNN和ARIMA模型的森林火灾面积时空综合预测方法 14. Transforming methods on "x,y∈R~+,x+y=1; 关于“x、y∈R~+,x+y=1”的多种转化方法 15. Two Methods for Maclaurin Formulation of the Function...
GDP values from 2010 to 2014, which are of great significance to the formulation of appropriate macro-control policies, are predicted by the model. Key words: GDP; SAS; time series; ARIMA model 1 引言国内生产总值(Gross Domestic Product,简称GDP)是指在一定时期内(一个季度或一年),一个国家或...
基于CARIMA模型的PFC与GPC的等价性
Prophet model: This is an open-source framework of Facebook to forecast time-series data, based on an additive formulation opened to the public in 2017 (Taylor and Letham 2018; Prophet 2020). Prophet nonlinear trends are fitted with daily, weekly, and yearly seasonality, including the effects...