“Caterpillar”-SSA and Box-Jenkins hybrid models and methods for time series forecasting
نویسندگان
چکیده
منابع مشابه
A Hybrid GMDH and Box-Jenkins Models in Time Series Forecasting
The group method of data handling technique (GMDH) and Box-Jenkins methods are two wellknown time series forecasting of mathematical modeling. In this paper, we introduce a hybrid modeling which combines the GMDH method with the Box-Jenkins method to model time series data. The Box-Jenkins method was used to determine the useful input variables of GMDH method and then the GMDH method which work...
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ژورنال
عنوان ژورنال: Eastern-European Journal of Enterprise Technologies
سال: 2014
ISSN: 1729-4061,1729-3774
DOI: 10.15587/1729-4061.2014.28172