Modification of Box-Jenkins methodology by injecting genetic algorithm technique

The Box-Jenkins(BJ) methodology has four stages in modeling forecast time series data. The stages are model identification, model estimation, model validation and model forecast. The difficulties in modeling BJ is determining the right order in model identification and identifying the right paramete...

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Main Authors: Ismail, Zuhaimy, Md. Maarof, Mohd. Zulariffin
格式: Conference or Workshop Item
语言:English
出版: 2014
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在线阅读:http://eprints.utm.my/60839/
http://eprints.utm.my/60839/1/ZuhaimyIsmail2014_ModificationofBoxJenkinsMethodologybyInjecting.pdf
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