A New Hybrid Model for Improvement of ARIMA by DEA
The classic ARIMA models use the information criteria for lag selection since 1990s. The information criteria are based on the summation of two expressions: a function of Residual Sum of Squares (RSS) and a penalty for decrease of degrees of freedom. However, the information criteria have some disad...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2012-10-01
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| Series: | Decision Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/dsl/Vol1/dsl_2012_7.pdf |