Topics in Time Series Analysis. I. Review of Time Series Models and Their Forecasts
WISCONSIN UNIV-MADISON DEPT OF STATISTICS
Pagination or Media Count:
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.
- Statistics and Probability