Forecasting Short Seasonal Time Series
We propose a procedure to forecast short seasonal time series. It is a modification of method developed for forecasting series with stable seasonal patterns. The new method is motivated by the observations that seasonal patterns may be evolving over time and that short time series arise in many situations. The new method would be more effective when seasonal patterns are not stable and only a small amount of data is available. The method can also be applied to forecast individual observations as well as the end-of-season totals. Real data analyzed in the literatures will be collected and analyzed by the proposed procedure.
short time series seasonality forecasting
JIANG Xiangrong CHEN Chung
Shandong Institute for Development Strategy of Science and Technology, Shandong Academy of Science s Department of Finance, Whitman School of Management, Syracuse University, Syracuse, P.R.NY,USA, 1324
国际会议
威海
英文
426-436
2010-07-24（万方平台首次上网日期，不代表论文的发表时间）