Automatic Forecasting

American Statistician

Volumn 50, Issue 1, 1996, Pages 88-94

  Ord, Keith ^a   Lowe, Sam ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b LUCENT TECHNOLOGIES   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0043095239     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1996.10473549     Document Type: Article

References (14)

1. Abraham, B., and Ledolter, J. (1983), Statistical Methods for Forecasting, New York: John Wiley.
2. Aghadazeh, S.-M., and Romal, J. B. (1992), “A Directory of 66 Packages for Forecasting and Statistical Analysis,”Journal of Business Forecasting, Methods and Systems,8, no. 2, 14-20.
3. Chatfield, C. (1989), The Analysis of Time Series (4th ed.), London: Chapman and Hall.
4. Chatfield, C. (1993), “Calculating Interval Forecasts” (with discussion), Journal of Business and Economic Statistics, 11, 121-144.
5. Hill, G., and Fildes, R. (1984), “The Accuracy of Extrapolation Methods: An Automatic Box-Jenkins Package SIFT,”Journal of Forecasting,3, 319-323.
6. Kendall, M. G., and Ord, J. K. (1990), Time Series (3rd ed.), New York: Oxford University Press.
7. Makridakis, S., and Wheelwright, S. C. (1978), Interactive Forecasting(2nd ed.), San Francisco: Holden-Day.
8. Makridakis, S., Anderson, A., Carbone, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen, E., and Winkler, R. (1982), “The Accuracy of Extrapolation (Time Series) Methods: Results of a Forecasting Competition,”Journal of Forecasting,1, 111-153.
9. Pandit, S. M., and Wu, S. M. (1983), Time Series and System Analysis with Applications, New York, John Wiley.
10. Poulos, L., Kvanli, A., and Pavur, R. (1987), “A Comparison of the Accuracy of the Box-Jenkins Method with That of Automated Forecasting Methods,”International Journal of Forecasting,3, 261-267.
11. Rycroft, R. S. (1993), “Microcomputer Software of Interest to Forecasters in Comparative Review: An Update,”International Journal of Forecasting,9, 531-575.
12. Tashman, L. J., and Leach, M. L. (1991), “Automatic Forecasting Software: A Survey and Evaluation,”International Journal of Forecasting,7, 209-230.
13. Texter, P. A., and Ord, J. K. (1989), “Forecasting Using Automatic Identification Procedures: A Comparative Analysis,”International Journal of Forecasting,5, 209-215.
14. Yurkiewicz, J. (1993), “Forecasting Software: Clearing Up a Cloudy Picture,”OR/MS Today,20, no. 1, 64-75.