Topics in Time Series Analysis. I. Review of Time Series Models and Their Forecasts
Abstract
This paper provides a summary of the literature concerned with time series analysis and forecasting. We discuss the probabilistic foundations of time series analysis, the linear prediction theory, the general linear process, its parsimonious versions and their prediction. Furthermore, the philosophy of iterative model building and exponential smoothing techniques are discussed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1975
- Accession Number
- ADA026311
Entities
People
- George E. P. Box
- Johannes Ledolter
Organizations
- University of Wisconsin Madison Department of Statistics