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Original Articles

Time-series decomposition and forecasting

Pages 1577-1585 | Received 19 Sep 1988, Published online: 16 May 2007

References

  • AstrÖm , K. J. , 1971 , Introduction to Stochastic Control , ( New York : Academic Press ).
  • Box , G. E. P. , and Jenkins , G. M. , 1976 , Time Series Analysis Forecasting and Control , ( San Francisco : Holden Day ).
  • Martos , B. , 1975 , Nonlinear Programming-Theory and Methods ( Budapest : Akad.Kiado ).
  • Fuller , W. , 1976 , Introduction to Stochastic Time Series , ( New York : Wiley ).
  • Teodorescu , D. , 1980 , Nonhomogeneous Markov chains with desired behaviour-the nearest Markovian model. Stochastic Processes and Applications , 10 , 255 ; 1982 , Stochastic Optimized Models ( Bucuresti : Editura Academiei ) ( in Romanian ) 1984a , Stochastic processes with optimization-a model of learning in higher systems. Biological Cybernetics , 50 , 313 ; 1984b , Autoregressive time-series analysis via representatives. Ibid. , 51 , 79 .

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