论文信息 - Comparing the Box-Jenkins Approach with the Exponentially Smoothed Forecasting Model Application to Hawaii Tourists - 字舞流文

Comparing the Box-Jenkins Approach with the Exponentially Smoothed Forecasting Model Application to Hawaii Tourists

This article compares the forecasting accuracy of two forecasting techniques: (1) Box-Jenkins, and (2) exponential smoothing. The comparison is made using the tourist to Hawaii time series. An analysis of both techniques is included.

Michael D. Geurts | I. Ibrahim

[1] Peter R. Winters,et al. Forecasting Sales by Exponentially Weighted Moving Averages , 1960 .

[2] John F. MacGregor,et al. Some Recent Advances in Forecasting and Control , 1968 .

[3] H. Stekler. Forecasting with Econometric Models: An Evaluation , 1968 .

[4] Thomas H. Naylor,et al. Box-Jenkins Methods: An Alternative to Econometric Models , 1972 .

[5] FORAC MOD I : a computer program for forecast evaluation statistics , 1972 .

[6] George E. P. Box,et al. Some Comments on a Paper by Chatfield and Prothero and on a Review by Kendall , 1973 .

[7] C. Chatfield,et al. Box‐Jenkins Seasonal Forecasting: Problems in a Case‐Study , 1973 .

[8] F. Bliemel. Theil's Forecast Accuracy Coefficient: A Clarification , 1973 .