The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...

Business forecasting is essential for the survival for companies of all sizes. The building block used by forecasters is historical data or the past performance of the business to predict future ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. This article dives into the happens-before ...