New optimized model identification in time series model and its difficulties
Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults in detecting model, and hence...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University, Rasht Branch
2017-06-01
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| Series: | Iranian Journal of Optimization |
| Subjects: | |
| Online Access: | http://ijo.iaurasht.ac.ir/article_530249_6f23567a16c70cce256e435f1d0565bb.pdf |