The Development and Evaluation of a Forecasting System that Incorporates ARIMA Modeling with Autoregression and Exponential Smoothing
Description:
This research was designed to develop and evaluate an automated alternative to the Box-Jenkins method of forecasting. The study involved two major phases. The first phase was the formulation of an automated ARIMA method; the second was the combination of forecasts from the automated ARIMA with forecasts from two other automated methods, the Holt-Winters method and the Stepwise Autoregressive method. The development of the automated ARIMA, based on a decision criterion suggested by Akaike, borro…
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Date:
May 1985
Creator:
Simmons, Laurette Poulos