TY - JOUR
T1 - ADAPTIVE FILTERING
T2 - AN INTEGRATED AUTOREGRESSIVE/MOVING AVERAGE FILTER FOR TIME SERIES FORECASTING.
AU - Makridakis, Spyros
AU - Wheelwright, Steven C.
PY - 1977/1/1
Y1 - 1977/1/1
N2 - This paper extends the applicability of a heuristic filtering technique, adaptive filtering, by dealing with a number of practical considerations in time series forecasting. These are problems that have been raised by other researchers examining this technique and by practitioners using it for time series analysis. These modifications make adaptive filtering much more comparable to the Box-Jenkins methodology for autoregressive/moving average processes. A specific application of adaptive filtering is provided.
AB - This paper extends the applicability of a heuristic filtering technique, adaptive filtering, by dealing with a number of practical considerations in time series forecasting. These are problems that have been raised by other researchers examining this technique and by practitioners using it for time series analysis. These modifications make adaptive filtering much more comparable to the Box-Jenkins methodology for autoregressive/moving average processes. A specific application of adaptive filtering is provided.
UR - http://www.scopus.com/inward/record.url?scp=0017609280&partnerID=8YFLogxK
U2 - 10.1057/jors.1977.76
DO - 10.1057/jors.1977.76
M3 - Article
AN - SCOPUS:0017609280
VL - 28
SP - 425
EP - 437
JO - Operational Research Quarterly
JF - Operational Research Quarterly
IS - 2
ER -