Journal ArticleDOI
Time Series: Theory and Methods (2nd ed.).
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This article is published in Journal of the American Statistical Association.The article was published on 1992-03-01. It has received 1454 citations till now. The article focuses on the topics: Series (mathematics).read more
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Comparing Predictive Accuracy
TL;DR: The authors describes the advantages of these studies and suggests how they can be improved and also provides aids in judging the validity of inferences they draw, such as multiple treatment and comparison groups and multiple pre- or post-intervention observations.
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Comparing Predictive Accuracy
TL;DR: In this article, explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts are proposed and evaluated, and asymptotic and exact finite-sample tests are proposed, evaluated and illustrated.
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Automatic Time Series Forecasting: The forecast Package for R
Rob J. Hyndman,Yeasmin Khandakar +1 more
TL;DR: Two automatic forecasting algorithms that have been implemented in the forecast package for R, based on innovations state space models that underly exponential smoothing methods, are described.
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Estimation and Inference of Impulse Responses by Local Projections
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Proceedings ArticleDOI
False data injection attacks against state estimation in electric power grids
TL;DR: A new class of attacks, called false data injection attacks, against state estimation in electric power grids are presented, showing that an attacker can exploit the configuration of a power system to launch such attacks to successfully introduce arbitrary errors into certain state variables while bypassing existing techniques for bad measurement detection.