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Glossary Time-Series / Term

Box-Jenkins Methodology

The application of autoregressive/moving average schemes to time-series forecasting problems and popularized by George E. Box and G. M. Jenkins. Box and Jenkins suggested the general methodology of applying ARIMA models to time-series analysis, forecasting, and control; in time-series forecasting, the methodology is known as the Box-Jenkins method.

Permanent link Box-Jenkins Methodology - Modification date 2019-12-22 - Creation date 2019-12-22


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