Automatic Box-Jenkins Forecasting

1 May 1980

journal article
Published by Taylor & Francis in Journal of the Operational Research Society

Vol. 31 (5) , 413-422
https://doi.org/10.1057/jors.1980.74

Abstract

Many authors have demonstrated the superiority of the Box-Jenkins Procedure for forecasting. The only problem preventing more widespread use has been the skill and time needed to produce an acceptable model. This paper describes an approach to the automation of the modelling procedure, which combines a pattern recognition procedure and objective model order testing criterion. The results from an automatic Box-Jenkins modelling program are presented and compare favourably with results from manual analysis given in the literature.

Keywords

SCHEDULING
PRODUCTION
PROJECT MANAGEMENT
COMMUNICATIONS TECHNOLOGY
INFORMATION TECHNOLOGY
RELIABILITY
MARKETING
OPERATIONAL RESEARCH
INFORMATION SYSTEMS
LOCATION
LOGISTICS
INVESTMENT
INVENTORY
MANAGEMENT SCIENCE
OPERATIONS RESEARCH
FORECASTING
COMPUTER SCIENCE

This publication has 0 references indexed in Scilit: