An overview of short-term statistical forecasting methods

Russell J. Elias; Douglas Montgomery; Murat Kulahci

doi:10.1080/17509653.2006.10670994

An overview of short-term statistical forecasting methods

Russell J. Elias, Douglas Montgomery, Murat Kulahci

Industrial, Systems and Operations Engineering

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

An overview of statistical forecasting methodology is given, focusing on techniques appropriate to short- and medium-term forecasts. Topics include basic definitions and terminology, smoothing methods, ARIMA models, regression methods, dynamic regression models, and transfer functions. Techniques for evaluating and monitoring forecast performance are also summarized.

Original language	English (US)
Pages (from-to)	17-36
Number of pages	20
Journal	International Journal of Management Science and Engineering Management
Volume	1
Issue number	1
DOIs	https://doi.org/10.1080/17509653.2006.10670994
State	Published - 2006

ASJC Scopus subject areas

Engineering (miscellaneous)
Mechanical Engineering
Strategy and Management
Management Science and Operations Research
Information Systems and Management

Access to Document

10.1080/17509653.2006.10670994

Cite this

@article{e9765edcdd3e45f38d07320085a07128,

title = "An overview of short-term statistical forecasting methods",

abstract = "An overview of statistical forecasting methodology is given, focusing on techniques appropriate to short- and medium-term forecasts. Topics include basic definitions and terminology, smoothing methods, ARIMA models, regression methods, dynamic regression models, and transfer functions. Techniques for evaluating and monitoring forecast performance are also summarized.",

author = "Elias, {Russell J.} and Douglas Montgomery and Murat Kulahci",

year = "2006",

doi = "10.1080/17509653.2006.10670994",

language = "English (US)",

volume = "1",

pages = "17--36",

journal = "International Journal of Management Science and Engineering Management",

issn = "1750-9653",

publisher = "Taylor and Francis Ltd.",

number = "1",

}

TY - JOUR

T1 - An overview of short-term statistical forecasting methods

AU - Elias, Russell J.

AU - Montgomery, Douglas

AU - Kulahci, Murat

PY - 2006

Y1 - 2006

N2 - An overview of statistical forecasting methodology is given, focusing on techniques appropriate to short- and medium-term forecasts. Topics include basic definitions and terminology, smoothing methods, ARIMA models, regression methods, dynamic regression models, and transfer functions. Techniques for evaluating and monitoring forecast performance are also summarized.

AB - An overview of statistical forecasting methodology is given, focusing on techniques appropriate to short- and medium-term forecasts. Topics include basic definitions and terminology, smoothing methods, ARIMA models, regression methods, dynamic regression models, and transfer functions. Techniques for evaluating and monitoring forecast performance are also summarized.

UR - http://www.scopus.com/inward/record.url?scp=85011332621&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85011332621&partnerID=8YFLogxK

U2 - 10.1080/17509653.2006.10670994

DO - 10.1080/17509653.2006.10670994

M3 - Article

AN - SCOPUS:85011332621

SN - 1750-9653

VL - 1

SP - 17

EP - 36

JO - International Journal of Management Science and Engineering Management

JF - International Journal of Management Science and Engineering Management

IS - 1

ER -

An overview of short-term statistical forecasting methods

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this