Forecast horizon aggregation in integer autoregressive moving average (INARMA) models

Omega

Volumn 40, Issue 6, 2012, Pages 703-712

  Mohammadipour, Maryam ^a   Boylan, John E ^a  

^a BUCKINGHAMSHIRE NEW UNIVERSITY   (United Kingdom)

Author keywords

Cross sectional aggregation; Discrete time series; Forecast horizon aggregation; INARMA model; Temporal aggregation; Yule Walker estimation

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); TIME SERIES;

ADDRESS AGGREGATION; AUTOREGRESSIVE MOVING AVERAGE MODELING; AUTOREGRESSIVE MOVING AVERAGE PROCESS; CROSS-SECTIONAL AGGREGATION; DISCRETE TIME SERIES; FORECAST HORIZON AGGREGATION; INTEGER AUTOREGRESSIVE MOVING AVERAGE MODEL; TEMPORAL AGGREGATION; TIMES SERIES; YULE-WALKER ESTIMATION;

FORECASTING;

EID: 84858746139     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2011.08.008     Document Type: Article

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