Constrained forecasting with time series models

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

    Abstract

    Utilizing different models made for different time horizons in forecasting is considered. A new method for constructing forecasts that are consistent with all the models and the data is proposed.
    Original languageEnglish
    Title of host publication52nd Session of the International Statistical Institute
    Subtitle of host publicationContributed papers
    PublisherInternational Statistical Institute
    Pages117-118
    VolumeBook 2
    Publication statusPublished - 1999
    MoE publication typeA4 Article in a conference publication
    Event52nd Biennial Session of the International Statistical Institute, ISI 99 - Helsinki, Finland
    Duration: 10 Aug 199918 Aug 1999

    Publication series

    SeriesBulletin of the International Statistical Institute
    VolumeTome LVIII
    ISSN0074-8609

    Conference

    Conference52nd Biennial Session of the International Statistical Institute, ISI 99
    CountryFinland
    CityHelsinki
    Period10/08/9918/08/99

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