시계열 및 예측모델 선택과정에서 스펙트럼의 이용The use of spectral analysis in choosing time series and forecasting models
A spectrum analysis method is presented with an example as an aid to Box and Jerkins model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.
- Publisher
- 대한산업공학회
- Issue Date
- 1988-06
- Language
- Korean
- Citation
대한산업공학회지, v.14, no.1, pp.51 - 56
- ISSN
- 1225-0988
- Appears in Collection
- MT-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
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