Optimal aggregation of linear time series models

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 311-331

  Chipman, J ^a   Winker, P ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b UNIVERSITY OF ERFURT   (Germany)

Author keywords

Aggregation; Industrial classification; Threshold accepting

Indexed keywords

ECONOMICS; HEURISTIC METHODS; INTEGER PROGRAMMING; MATHEMATICAL MODELS; OPTIMIZATION; PROBLEM SOLVING;

ECONOMETRIC MODELS; INTERNATIONAL PRICE TRANSMISSION; LINEAR TIME SERIES MODELS; THRESHOLD ACCEPTING;

TIME SERIES ANALYSIS;

EID: 17644390635     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.015     Document Type: Article

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