MODELING AND FORECASTING TIME SERIES USING TRANSFER FUNCTION AND INTERVENTION METHODS.

Douglas Montgomery, Ginner Weatherby

Research output: Chapter in Book/Report/Conference proceedingChapter

29 Scopus citations

Abstract

This study serves as an introduction to the identification, estimation, and diagnostic checking of these models. Some aspects of forecasting with transfer function models are also discussed. A survey of intervention analysis models in which the input series is an indicator variable corresponding to an isolated event thought to influence the output is also given. Familiarity with univeriate autoregressive integrated moving average modeling is assumed. Extensions to more general multiple time series analysis methods are also briefly discussed. This work is applicable to modeling and forecasting economic time series and process and quality control.

Original languageEnglish (US)
Title of host publicationAIIE Transactions (American Institute of Industrial Engineers)
Pages289-307
Number of pages19
Volume12
Edition4
StatePublished - Dec 1980
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

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    Montgomery, D., & Weatherby, G. (1980). MODELING AND FORECASTING TIME SERIES USING TRANSFER FUNCTION AND INTERVENTION METHODS. In AIIE Transactions (American Institute of Industrial Engineers) (4 ed., Vol. 12, pp. 289-307)