Model identification of ARIMA family using genetic algorithms

Applied Mathematics and Computation

Volumn 164, Issue 3, 2005, Pages 885-912

  Ong, Chorng Shyong ^a   Huang, Jih Jeng ^a   Tzeng, Gwo Hshiung ^b,c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^c KAINAN UNIVERSITY   (Taiwan)

Author keywords

ARIMA; Genetic algorithms; Model identification; SARIMA; Stationary

Indexed keywords

DATA ACQUISITION; FUNCTIONS; GENETIC ALGORITHMS; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

ARIMA; MODEL IDENTIFICATION; SARIMA; STATIONARY; TIME SERIES DATA;

DATA REDUCTION;

EID: 16344380274     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.06.044     Document Type: Article

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