haku: @author Pack, D. J. / yhteensä: 3
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| Tekijä: | Bowerman, B. L. Koehler, A. B. Pack, D. J. |
| Otsikko: | Forecasting time series with increasing seasonal variation. |
| Lehti: | Journal of Forecasting
1990 : OCT-DEC, VOL. 9:5, p. 419-436 |
| Asiasana: | FORECASTING TIME SERIES SEASONAL FLUCTUATION |
| Kieli: | eng |
| Tiivistelmä: | Four modelling and forecasting time series data are discussed which contain increasing seasonal variation. They include data transformations, double seasonal difference models and two kinds of transfer function-type ARIMA models employing seasonal dummy variables. A logical process of selecting one option for a particular case is outlined, focusing on issues of linear versus nonlinear increasing seasonal variation , and the level of stochastic versus deterministic behaviour in a time series. Examples for the various options are presented for six time series with point forecast and interval forecast comparisons. |
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