Deciding on the best (in this case) approach to time-series forecasting
Conference
·
OSTI ID:5361471
This paper was motivated by a Decision Sciences article (v. 10, no. 2, 232-244(April 1979)) that presented comparisons of the adaptive estimation procedure (AEP), adaptive filtering, the Box-Jenkins (BJ) methodology, and multiple regression analysis as they apply to time-series forecasting with single-series models. While such comparisons are to be applauded in general, it is demonstrated that the empirical comparisons of the above paper are quite misleading with respect to choosing between the AEP and BJ approaches. This demonstration is followed by a somewhat philosophical discussion on comparison-of-methods techniques.
- Research Organization:
- Oak Ridge National Lab., TN (USA)
- DOE Contract Number:
- W-7405-ENG-26
- OSTI ID:
- 5361471
- Report Number(s):
- CONF-800571-1
- Country of Publication:
- United States
- Language:
- English
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