Box-Jenkins forecasting

Box-Jenkins forecasting
прогнозирование методом Бокса-Дженкинса

Англо-русский словарь по исследованиям и ноу-хау. . 2015.

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  • Box-Jenkins-Methode — Die Box Jenkins Methode oder das Box Jenkins Programm geht auf G. E. P. Box und G. M. Jenkins und ihr Buch aus dem Jahre 1970 Time Series Analysis Forecasting and Control zurück. Es markierte eine neue Epoche in der… …   Deutsch Wikipedia

  • Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… …   Wikipedia

  • Box-Jenkins Model — A mathematical model designed to forecast data within a time series. The Box Jenkin model alters the time series to make it stationary by using the differences between data points. This allows the model to pick out trends, typically using… …   Investment dictionary

  • Forecasting — is the process of estimation in unknown situations. Prediction is a similar, but more general term. Both can refer to estimation of time series, cross sectional or longitudinal data. Usage can differ between areas of application: for example in… …   Wikipedia

  • Gwilym Jenkins — Gwilym Meirion Jenkins (1933 – July 10, 1982) was a British statistician and systems engineer . His most notable contribution was pioneering work with George Box on autoregressive moving average models, also called Box Jenkins models, in time… …   Wikipedia

  • George E. P. Box — Infobox Scientist image width = 150px name = George E. P. Box box width = birth date = 18 October 1919 birth place = Gravesend, Kent, England death date = death place = residence = United Kingdom, United States citizenship = nationality =… …   Wikipedia

  • George Box — George Edward Pelham Box (* 18. Oktober 1919 in Gravesend, England) ist ein britischer Statistiker und emeritierter Professor der University of Wisconsin Madison, an der er den Fachbereich für Statistik gegründet hat. Besonders bekannt wurde er… …   Deutsch Wikipedia

  • методы прогнозирования Бокса-Дженкинса — — [http://www.iks media.ru/glossary/index.html?glossid=2400324] Тематики электросвязь, основные понятия EN Box Jenkins forecasting techniques …   Справочник технического переводчика

  • statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… …   Universalium

  • Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   Wikipedia

  • Partial autocorrelation function — In time series analysis, the partial autocorrelation function (PACF) or PARtial autoCORrelation (PARCOR) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was… …   Wikipedia


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