Forecasting Efficiency between State Space And ARIMA Models with Application
This research shows the forecasting using both of ARIMA and state space models. We firstly predict using ARIMA models, then we predict again after using ARIMA state space representation. We consider the MSE as a criterion to show the equivalent of procedures.
| Format: | Article |
|---|---|
| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2008-12-01
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| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_31405_d3d0eb98f1504d28fb50f19b1c378b7e.pdf |
| _version_ | 1828328074336272384 |
|---|---|
| collection | DOAJ |
| description | This research shows the forecasting using both of ARIMA and state space models. We firstly predict using ARIMA models, then we predict again after using ARIMA state space representation. We consider the MSE as a criterion to show the equivalent of procedures. |
| first_indexed | 2024-04-13T20:04:57Z |
| format | Article |
| id | doaj.art-683f6fbc33bd4764ae71a7419a0b22c2 |
| institution | Directory Open Access Journal |
| issn | 1680-855X 2664-2956 |
| language | Arabic |
| last_indexed | 2024-04-13T20:04:57Z |
| publishDate | 2008-12-01 |
| publisher | College of Computer Science and Mathematics, University of Mosul |
| record_format | Article |
| series | المجلة العراقية للعلوم الاحصائية |
| spelling | doaj.art-683f6fbc33bd4764ae71a7419a0b22c22022-12-22T02:32:04ZaraCollege of Computer Science and Mathematics, University of Mosulالمجلة العراقية للعلوم الاحصائية1680-855X2664-29562008-12-018224427610.33899/iqjoss.2008.3140531405Forecasting Efficiency between State Space And ARIMA Models with ApplicationThis research shows the forecasting using both of ARIMA and state space models. We firstly predict using ARIMA models, then we predict again after using ARIMA state space representation. We consider the MSE as a criterion to show the equivalent of procedures.https://stats.mosuljournals.com/article_31405_d3d0eb98f1504d28fb50f19b1c378b7e.pdf |
| spellingShingle | Forecasting Efficiency between State Space And ARIMA Models with Application المجلة العراقية للعلوم الاحصائية |
| title | Forecasting Efficiency between State Space And ARIMA Models with Application |
| title_full | Forecasting Efficiency between State Space And ARIMA Models with Application |
| title_fullStr | Forecasting Efficiency between State Space And ARIMA Models with Application |
| title_full_unstemmed | Forecasting Efficiency between State Space And ARIMA Models with Application |
| title_short | Forecasting Efficiency between State Space And ARIMA Models with Application |
| title_sort | forecasting efficiency between state space and arima models with application |
| url | https://stats.mosuljournals.com/article_31405_d3d0eb98f1504d28fb50f19b1c378b7e.pdf |