This paper describes an optimal instrumental variable method for identifying discrete-time transfer function models of the Box-Jenkins transfer function form in the closed-loop situation. This method is based on the Refined Instrumental Variable (RIV) algorithm which, because of an appropriate choice of particular design variables, achieves minimum variance estimation of the model parameters. T...

rain modeling in recent years has been of great importance in water resource management and its function in long term and short term planning, especially its great effect on agricultural economy. to reach to good results box-jenkins model is much more efficient. the writers of this article have used the data collected in tabriz and oroumiyeh stations in a fifty year period and then presented th...

Central bank talk has been a topic of debate and empirical analysis within the central bank community and the economics profession for at least the thirty years that span Chuck’s career as a central banker. And what many regard as the seminal work in this area has a particularly Canadian connection. The work on bureaucratic theory and the choice of central bank goals by Acheson and Chant (1973)...

background: predicting the incidence of tuberculosis (tb) plays an important role in planning health control strategies for the future, developing intervention programs and allocating resources. objectives: the present longitudinal study estimated the incidence of tuberculosis in 2014 using box-jenkins methods. materials and methods: monthly data of tuberculosis cases recorded in the surveillan...

Like many other economic time series, US aggregate retail sales have strong trend and seasonal patterns. How to best model and forecast these patterns has been a long-standing issue in time-series analysis. This article compares arti"cial neural networks and traditional methods including Winters exponential smoothing, Box}Jenkins ARIMA model, and multivariate regression. The results indicate th...