The autocorrelation function of errors as a criterion for the selection of time series models

• Autorzy: Kashpruk, N.
• Języki publikacji: EN

Abstrakty

EN

The main purpose of this paper is to review the theoretical advantages and practical methods of using the autocorrelation function of errors as a criterion for time series model selection.

• Czasopismo: Zeszyty Naukowe. Elektryka / Politechnika Opolska
• Rocznik: 2016
• Tom: z. 72
• Strony: 29--30
• Opis fizyczny: Bibliogr. 3 poz., rys.

Twórcy

autor

Kashpruk, N.

• Faculty of Electrical Engineering, Automatic Control and Informatics Institute of Automatic Control and Informatics

Bibliografia

• [1] BOX, GEP, JENKINS, et al.: Time series analysis: forecasting and control. John Wiley & Sons (2015).
• [2] CHATFIELD C.: The analysis of time series. Theory and practice. Chapman and Hall, London, 197.
• [3] HANUS R.: Statistical error analysis of time delay measurement by using phase of crossspectral density function. Systems Analysis Modelling Simulation Vol. 43, (2003), No 8, pp 993–998