Nonstationary Time Series Models for Process Disturbances
George E. P. Box, Alberto Luceño, María Del Carmen Paniagua‐Quiñones · 2009
This chapter contains sections titled: Reprise Stationary Time Series Model in Which Successive Values Are Correlated Major Effects of Statistical Dependence: Illustration Random Walk How to Test a Forecasting Method Qualification of EWMA As a Forecast Understanding Time Series Behavior with Variogram Sticky Innovation Generating Model for Nonstationary Noise Robustness of EWMA for Signal Extraction Signal Extraction for Disturbance Model Due to Barnard