A note on the robust trend and ARARMA methodologies used in the M3 competition

International Journal of Forecasting

Volumn 16, Issue 4, 2000, Pages 517-519

  Meade, Nigel ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Time series Estimation: Robust; Time series Univariate: ARARMA

Indexed keywords

EID: 0034288857     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00073-X     Document Type: Article

References (5)

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3. Grambsch P., Stahel W.A. Forecasting demand for special services. International Journal of Forecasting. 6:1990;53-64.
4. Meade N., Smith I. ARARMA vs. ARIMA - a study of the benefits of a new approach to forecasting. Omega. 13:1985;519-534.
5. Parzen E. ARARMA models for time series analysis and forecasting. Journal of Forecasting. 1:1982;67-82.