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Book ChapterDOI

Fitting autoregressive models for prediction

Hirotugu Akaike
- 01 Dec 1969 - 
- Vol. 21, Iss: 1, pp 243-247
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TLDR
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models in a stationary time series.
Abstract
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models. The use of autoregressive representation of a stationary time series (or the innovations approach) in the analysis of time series has recently been attracting attentions of many research workers and it is expected that this time domain approach will give answers to many problems, such as the identification of noisy feedback systems, which could not be solved by the direct application of frequency domain approach [1], [2], [3], [9].

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Electricity generation and economic growth in Indonesia

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Incorporating Landscape Attributes into Models for Migratory Grassland Bird Conservation

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The New Palgrave Dictionary of Economics Online

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Neural networks and logistic regression: Part I

TL;DR: A comparative investigation of both logistic regression models and feed-forward neural networks including some extensions is presented and the theoretical features and properties are reviewed and illustrated in two examples.