Accession Number:

ADA026311

Title:

Topics in Time Series Analysis. I. Review of Time Series Models and Their Forecasts

Descriptive Note:

Interim rept.

Corporate Author:

WISCONSIN UNIV-MADISON DEPT OF STATISTICS

Report Date:

1975-12-01

Pagination or Media Count:

23.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE