Time series modeling and forecasting by mathematical programming

•Times series prediction based on optimization modeling and an ARIMA-like structure.•Our models include seasonal, AR, MA, white noise, and free variation terms.•Wavelets are used to create an estimator of white noise, amenable to optimization.•Appropriate model terms and their coefficients are deter...

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Vydané v:	Computers & operations research Ročník 151; s. 106079
Hlavní autori:	Bichescu, Bogdan, Polak, George G.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 01.03.2023
Predmet:	Forecasting Optimization modeling Time-series analysis Wavelets White noise White noise Wavelets Time-series analysis Optimization modeling Forecasting
ISSN:	0305-0548, 1873-765X
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