Cite this entry Swamidass, P.M. (2000). BOX-JENKINS METHODOLOGY. In: Swamidass, P.M. (eds) Encyclopedia of Production and Manufacturing Management. Springer, New York, NY. https://doi.org/10.1007/1-4020-0612-8_98 Download citation .RIS .ENW .BIB DOIhttps://doi.org/10.1007/1-4020-...
This chapter is devoted to so-called Box鈥揓enkins methodology applying special stochastic models (ARMA, ARIMA, SARIMA, and others) to time series analysis (e.g., to time series predictions). It enables us to model satisfactorily time series with general courses that cannot be handled by the...
BOX-JENKINS METHODOLOGY 来自 Springer 喜欢 0 阅读量: 60 作者: PM Swamidass 摘要: Box-Jenkins Mehtodology is a time series forecasting method popularized by George E. Box and G.M. Jenkins for applying ARIMA (Auto Regressive Integrated Moving Average) models to time series... DOI: 10.1007...
1) Box-Jenkins methodology Box-Jenkins方法论1. And the use of time-series modeling theory, Box-Jenkins methodology p. 并利用时间序列建模理论,提出将Box-Jenkins方法论确立的预测时间序列模型的阶数作为神经网络的输入层节点数,大大缩短了学习效率。
This study employed the Box-Jenkins (BJ) methodology to develop a forecast model on the Philippine Gross Domestic Product (GDP). The BJ methodology requires four steps of analysis: identification, estimation, diagnosis of the model, and forecasting of the univariate series from 1995 to 2007.The ...
Box-Jenkins Methodology The Box-Jenkins Model may be one of several, time series analysis models a forecaster will encounter when using programmed forecasting software. In many cases, the software will be programmed to automatically use the best fitting forecasting methodology based on thetime series...
3) Box-Jenkins methodology Box-Jenkins方法论 1. And the use of time-series modeling theory,Box-Jenkins methodologyp. 并利用时间序列建模理论,提出将Box-Jenkins方法论确立的预测时间序列模型的阶数作为神经网络的输入层节点数,大大缩短了学习效率。
Forecasts using neural network versus Box- Jenkins methodology for ambient air quality monitoring data. J Air Waste Manag Assoc 2000; 50: 219-226Kao,-J-J,Huang,-S-S.Forecasts using neural network versus Box-Jenkins methodology for amebient air quality monitoring data.J-Air-Mang-Assoc. 2002...
The purpose of this paper is to apply the Box–Jenkins methodology to ARIMA models and determine the reasons why in empirical tests it is found that the post-sample forecasting the accuracy of such models is generally worse than much simpler time series methods. The paper concludes that the ma...
Time series analysis with the Box-Jenkins methodologyThis note briefly describes the BOX-JENKINS methodology for time series analysis. The method is illustrated by an example analyzed with the Minitab software.Rodolphe Palm