TIME-SERIES FORECASTING FOR SOME STATISTICAL MODELS

被引：0

作者：

Al Mutairi, Alya ^{[1
]}

机构：

[1] Taibah Univ, Fac Sci, Dept Math, Medina, Saudi Arabia

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2022年 / 78卷

关键词：

time-series analysis; forecasting; mathematical model; prediction; minimum mean square error; prediction intervals;

D O I：

10.17654/0972361722051

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Time-series forecasting (prediction) is one of the essential aims of `time-series analysis', which leads to the use of the mathematical model to predict future values based on the history of the time-series. In this paper, time-series analysis is discussed to derive meaningful statistics from the data. This study examines the prediction point and intervals of time-series for some models such as AR, MA and ARMA (p, q). The minimum mean square error forecast is also presented.

引用

页码：83 / 92

页数：10

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