Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program

Article Abstract:

The effects of damping X-12-ARIMAEs estimated seasonal variation on the accuracy of its seasonal adjustments of time series are discussed. X-12-ARIMA program is a forecasting technique used by government and economic times series for seasonal adjustment.

Forecasting

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Estimating non-linear ARMA models using Fourier coefficients

Article Abstract:

A deterministic time-dependent coefficient model is used to define a non-linear time-series without specifying the source of the non-linearity.

Research and Development in the Physical, Engineering, and Life Sciences, Statistics, Statistical Data Included, Statistics (Mathematics), Nonlinear theories, Autoregression (Statistics)

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A dynamic artificial neural network model for forecasting time series events

Article Abstract:

A dynamic neural network model for forecasting time series events that uses a different architecture than traditional models is presented.

Usage, Neural networks, Neural network

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