Free Access
Issue
RAIRO-Oper. Res.
Volume 16, Number 4, 1982
Page(s) 333 - 348
DOI https://doi.org/10.1051/ro/1982160403331
Published online 06 February 2017
  • J. ABADIE et D. TRAVERS, Une approche simplifiée de la méthode de Box et Jenkins pour l'analyse et la prévision des séries temporelles unidimensionnelles, R.A.I.R.O., Recherche Opérationnelle, vol. 14, 1980, p. 355-380 et vol. 15, 1981, p. 51-71. [EuDML: 104770] [MR: 605985] [Zbl: 0453.62075]
  • 1. H. AKAIKE, A New Look at the Statistical Model Identification, I.E.E.E., AC, vol. 19, 1974, p. 716-723. [MR: 423716] [Zbl: 0314.62039]
  • 2. A. P. ANDERSEN et H. NELSON, A Look at the Stationarity of 14 Quarterly U. S. Economic Time Series, J. Op. Res. Soc, vol 31, 1980, p. 353-358.
  • 3. O. D. ANDERSON, On Realisations From Nonstationary Time Processes, J. Op. Res. Soc., vol.30, 1979, p. 253-258. [Zbl: 0392.62077]
  • 4. O. D. ANDERSON, Time Series Analysis and Forecasting, Butterworths, London, 1976, 182 p. [MR: 448760] [Zbl: 0504.00024]
  • 5. O. D. ANDERSON, Feasible Regions for the First Pair of Autocorrelations of Moving Average Processes, Math. Operationsforsch. u. Statist., vol.7, 1976, p. 85-93. [MR: 415926] [Zbl: 0325.62060]
  • 6. G. E. P. BOX et D. R. COX, An Analysis of Transformations, J. Roy. Stat. Soc, B, vol. 26, 1964, p. 211-243. [MR: 192611] [Zbl: 0156.40104]
  • 7. G. E. P. BOX et G. M. JENKINS, Time Series Analysis: Forecasting and Control, Holden-Day, San Francisco, 1976, 575 p. [MR: 436499] [Zbl: 0363.62069]
  • 8. G. E. P. BOX et D. A. PIERCE, Distribution of Residual Autocorrelations in Autoregressive Integrated Moving Average Time Series Models, J. Amer. Stat. Ass., vol. 65, 1970, p. 1509-1526. [MR: 273762] [Zbl: 0224.62041]
  • 9. R. G. BROWN, Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice Hall, New Jersey, 1962, 468 p. [Zbl: 0192.25606]
  • 10. C. CHATFIELD, The Analysis of Time Series: Theory and Practice, Chapman and Hall, London, 1975, 263 p. [MR: 438619] [Zbl: 0325.62061]
  • 11. R. FILDES, Quantitative Forecasting, the State of the Art: Extrapolative Models, J. Op. Res. Soc, vol. 30, 1979, p. 691-710. [Zbl: 0408.90027]
  • 12. E. J. GODOLPHIN, A Procedure for Estimating Seasonal Moving Average Models Based on Efficient Estimation of the Correlogram, 1977, p. 237-248. [Zbl: 0392.62071]
  • 13. C. W. J. GRANGER et P. NEWBOLD, Forecasting Economic Time Series, Academic Press, New York, 1977, 333 p. [Zbl: 0642.90001]
  • 14. G. W. HILL et D. WOODWORTH, Automatic BOX-JENKINS Forecasting, J. Op. Res. Soc, vol 31, 1980, p. 413-422. [Zbl: 0447.62100]
  • 15. G. M. JENKINS et D. G. WATTS, Spectral Analysis and its Applications, Holden-Day, San Francisco, 1969, 525 p. [MR: 230438] [Zbl: 0167.17504]
  • 16. M. G. KENDALL et A. STUART, The Advanced Theory of Statistics, vol. II, Griffin, London, 1961, 676 p. [Zbl: 0063.03217]
  • 17. G. LIBERT, Analyse de séries chronologiques. Élaboration automatique et continue de prévisions, Thèse de Doctorat, Faculté Polytechnique de Mons, Belgique, 1981.
  • 18. S. MAKRIDAKIS et M. HIBON, Accuracy of Forecasting: An Empirical Investigation (with Discussion), J. Roy. Stat Soc, A (General), vol. 142, 1979, p. 97-145.
  • 19. S. MAKRIDAKIS, et al. The Accuracy of Extrapolation (Time Series) Methods: Results of a Forecasting Competition, J. of Forecasting- vol. 1. n° 2., 1982, p. 111-153.
  • 20. D. W. MARQUARDT, An Algorithm for Least Squares Estimation of Non-Linear Parameters, J. Soc. Ind. Applied Math., vol. 11, 1963, p. 431. [MR: 153071] [Zbl: 0112.10505]
  • 21. E. PARZEN, Some Recent Advances in Time Series Modeling, I.E.E.E., AC, vol. 19, 1974, p. 723-730. [MR: 421014] [Zbl: 0317.62063]
  • 22. D. J. REID, A Comparative Study of Time Series Prediction Techniques on Economic Data, Ph. D. Thesis, Dept. of Mathematics, Univ. of Nottingham, 1969.
  • 23. R. SNEYERS, Sur l'analyse statistique des séries d'observations, Note technique n° 143, O.M.M., Genève, 1975, 192 p.
  • 24. A. S. SAINT-LÉGER, Comparison of two Tests of Seasonality in Epidemiological Data, Applied Stat, vol. 25, 1976, p. 280-286.

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.