<p>The errors terms for each of the regression with autoregressive integrated moving average errors models is presented as ARIMA(p,d,q)(P,D,Q)<sub>s</sub> where p indicates the autoregressive (AR) order, d the differencing order, q the moving average (MA) order, and P, D, Q are the seasonal equivalents, and s is the seasonal period. The Akaike ΔAICc<sub>i</sub> is the difference between each AICc<sub>i</sub> and the minimum AICc. The weight <i>w<sub>i</sub></i> represents the probability of each model given the data and the other candidate models in the set. Prediction accuracy is evaluated based on the R<sup>2</sup> and RMSE. In addition, coefficients for each of the terms in the model in addition to the error terms are presented. Abbrevia...
<p>MA(1) is the estimated moving average term at a 1-period lag (1 day), and AR (1) and AR(2) are th...
<p>AICc refers to Akaike Information criterion corrected for small sample size, <b>∆</b>AICc to the ...
<p>MA(1) is the estimated moving average term at a 1- period lags (1 month) and AR(1) and AR(2) are ...
<p>Final autoregressive integrated moving average (ARIMA) models including trend and seasonality as ...
Abstract. The Box-Jenkins “airline ” model is the most widely used ARIMA model for seasonal time ser...
<p>Partial autocorrelations coefficients on monthly data for A) malarial cases B) total rainfall C) ...
International audienceThe standardized precipitation index (SPI) was used to quantify the classifica...
One of the most powerful and widely used methodologies for forecasting economic time series is the c...
*<p>Note: Standard errors in brackets and top-ranked models are shown, wi is the AIC model weight <b...
<p>The AICs are ranked lowest to highest for the (a) seasonal and (b) lunar trend models. The variab...
<p>MA(1) is the estimated moving average term at a 1- period lag (1 day), and AR (1) and AR(2) are t...
<p>Tmin represents monthly average minimum temperature, Tmax is the monthly average max temperature,...
Abstract Given observed initial conditions, how well do coupled atmosphere–ocean models predict prec...
The International Research Institute (IRI) for Climate Prediction seasonal forecast system is based ...
In this paper we examine several types of model-generated data sets to address the question of seaso...
<p>MA(1) is the estimated moving average term at a 1-period lag (1 day), and AR (1) and AR(2) are th...
<p>AICc refers to Akaike Information criterion corrected for small sample size, <b>∆</b>AICc to the ...
<p>MA(1) is the estimated moving average term at a 1- period lags (1 month) and AR(1) and AR(2) are ...
<p>Final autoregressive integrated moving average (ARIMA) models including trend and seasonality as ...
Abstract. The Box-Jenkins “airline ” model is the most widely used ARIMA model for seasonal time ser...
<p>Partial autocorrelations coefficients on monthly data for A) malarial cases B) total rainfall C) ...
International audienceThe standardized precipitation index (SPI) was used to quantify the classifica...
One of the most powerful and widely used methodologies for forecasting economic time series is the c...
*<p>Note: Standard errors in brackets and top-ranked models are shown, wi is the AIC model weight <b...
<p>The AICs are ranked lowest to highest for the (a) seasonal and (b) lunar trend models. The variab...
<p>MA(1) is the estimated moving average term at a 1- period lag (1 day), and AR (1) and AR(2) are t...
<p>Tmin represents monthly average minimum temperature, Tmax is the monthly average max temperature,...
Abstract Given observed initial conditions, how well do coupled atmosphere–ocean models predict prec...
The International Research Institute (IRI) for Climate Prediction seasonal forecast system is based ...
In this paper we examine several types of model-generated data sets to address the question of seaso...
<p>MA(1) is the estimated moving average term at a 1-period lag (1 day), and AR (1) and AR(2) are th...
<p>AICc refers to Akaike Information criterion corrected for small sample size, <b>∆</b>AICc to the ...
<p>MA(1) is the estimated moving average term at a 1- period lags (1 month) and AR(1) and AR(2) are ...