The Projection Pursuit Learning Network for Nonlinear Time Series Modeling and Forecasting

2005 ◽  
pp. 643-650
Author(s):  
Zheng Tian ◽  
Zi Jin ◽  
Fang He ◽  
Wei Ling
Keyword(s):  
Time Series ◽  
Projection Pursuit ◽  
Nonlinear Time Series ◽  
Time Series Modeling ◽  
Learning Network ◽  
Modeling And Forecasting

scholarly journals Nonlinear time-series modeling and prediction using correlation analysis

PAMM ◽  
2007 ◽  
Vol 7 (1) ◽  
pp. 2030013-2030014 ◽  
Author(s):  
Andrzej Dydyński ◽  
Jaroslaw Arabas
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Nonlinear Time Series ◽  
Time Series Modeling ◽  
Modeling And Prediction

Modeling and Forecasting Sales Data by Time Series Analysis

1981 ◽  
Vol 18 (1) ◽  
pp. 94-100 ◽  
Author(s):  
S. G. Kapoor ◽  
P. Madhok ◽  
S. M. Wu
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Time Series Modeling ◽  
Average Model ◽  
Sales Data ◽  
Autoregressive Moving Average Model ◽  
Deterministic Function ◽  
Modeling And Forecasting ◽  
Moving Average Model

Time series modeling technique is used to model a series of sales data in which seasonality causes distinct spike peaks. The analysis of actual sales data shows that the seasonality in the data can be approximated by a deterministic function and the stochastic component is a sixth-order autoregressive moving average model. Use of the combined deterministic and stochastic models to derive the minimum mean squared forecast yields reliable results.

Sign in / Sign up

Export Citation Format

Share Document