Modification of Box-Jenkins methodology by injecting genetic algorithm technique
The Box-Jenkins(BJ) methodology has four stages in modeling forecast time series data. The stages are model identification, model estimation, model validation and model forecast. The difficulties in modeling BJ is determining the right order in model identification and identifying the right paramete...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/60839/1/ZuhaimyIsmail2014_ModificationofBoxJenkinsMethodologybyInjecting.pdf http://eprints.utm.my/id/eprint/60839/ |
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