Evolving time series forecasting ARMA models

Journal of Heuristics

Volumn 10, Issue 4, 2004, Pages 415-429

  Cortez, Paulo ^a   Rocha, Miguel ^a   Neves, José ^a  

^a UNIVERSITY OF MINHO   (Portugal)

Author keywords

Arma models; Bayesian information criterion; Evolutionary algorithms; Model selection; Time series analysis

Indexed keywords

ADDERS; AUTOMATION; COMPETITION; COMPUTATIONAL METHODS; COMPUTER SCIENCE; ERROR ANALYSIS; EVOLUTIONARY ALGORITHMS; FORECASTING; LINEAR SYSTEMS; LOGARITHMIC AMPLIFIERS; OPERATIONS RESEARCH; OPTIMIZATION; PARAMETER ESTIMATION; SIMULATED ANNEALING; STATISTICAL METHODS;

ARMA MODELS; BAYESIAN INFORMATION CRITERION; MODEL SELECTION; TIME SERIES FORECASTING (TSF);

TIME SERIES ANALYSIS;

EID: 3142742672     PISSN: 13811231     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:HEUR.0000034714.09838.1e     Document Type: Article

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