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
收藏
页码：83 / 92
页数：10
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