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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Bibliographic Details

Published in:	Computers & operations research Vol. 151; p. 106079
Main Authors:	Bichescu, Bogdan, Polak, George G.
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.03.2023
Subjects:	Forecasting Optimization modeling Time-series analysis Wavelets White noise White noise Wavelets Time-series analysis Optimization modeling Forecasting
ISSN:	0305-0548, 1873-765X
Online Access:	Get full text
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