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Resources

 

Copyright Issues

 

Textbooks, Handbooks, Mongraphs

REF

Publication Title

D001 Armstrong, J.S., "Principles of Forecasting: A Handbook for Researchers and Practitioners", Kluwer 2001  
D002 Liu, L-M. "Time Series Analysis and Forecasting - 2nd Edition", Scientific Computing Associates Corp., 2009  
D003 Pena, D., Tiao, G.C., and Tsay, R.S., "A Course in Time Series Analysis", Wiley Series in Probability and Statistics, 2001  
D004 Stokes, H.H., Neuburger, H.M., "New Methods in Financial Modeling: Explorations and Applications", Quorum Books, 1998, Westport-Conneticut, London  
D005 Stokes, H.H., "Specifying and Diagnostically Testing Econometric Models: Second Edition", Quorum Books, 1997, Westport-Conneticut, London  
D006 Tsay, R.S., "Analysis of Financial Time Series", Wiley Series in Probability and Statistics, October 2001  

 

Technical Papers, Journal Articles

REF

Publication Title

A001 Wright, C., Booth, D. E. and Hu, M., "Joint Estimation: Procedure for Short-Run Autocorrelated Data", Journal of Quality Technology, July 2001
A002 Wright, C., and Booth, D., "Water Treatment Control Using the Joint Estimation Outlier Detection Method", Environmental Modeling and Assessment 6 (1) June 2001, pp. 77-82
A003 Wright, C., Hu, M. and Booth, D., "Effectiveness of Joint Estimation When the Outlier is the Last Observation in an Autocorrelated Short Time Series", Decision Sciences 30(3), 1999, pp. 825-847
A004 Liu, L.-M, Bhattacharyya, S., Sclove, S., Chen, R., Lattyak, W. (2001) "Data Mining on Time Series:An Illustration Using Fast-Food Restaurant Franchise Data." To appear in Computational Statistics and Data Analysis    
A005 Cavanaugh, K., King, K.D., Ertuna, C., (1989) "A Multiple-Input Transfer Function Model of Okun's Misery Index: An Empirical Test of the Maharishi Effect", Presented at the Annual Meeting of the ASA  
A006 Pankratz, A. (1992) "An Approach To Detection and Treatment Of Outliers in Multiple Time Series", Presented (poster session) at the Annual Meeting of the ASA  
A007 Weller, B. (1989) "A (Relatively) Simple Sectoral Employment Level Forecasting Model For Small Regional Economies", Presented 36th North American Meetings of the Regional Science Association  
A008 Lepak, G.M., Considine, J.J., "Assessing Transit Marketing Changes By Using Multivariate ARMA Models", LeMoyne College
A009 Tiao, G.C., Liu, L.-M., Hudak, G., "A Statistical Assessment of the Effect of the Car Inspection/Maintenance Program on Ambient CO Air Quality in Phoenix, Arizona", Environmental Science & Technology, Vol. 23, Page 806, July 1989  
A010 Kodde, D.A., Palm, F.C., and Pfann, G.A., "Asymptotic Least Squares Estimation Efficiency Considerations And Applications", Journal of Applied Econometrics, March 1989  
A011 Schnell, D., Zaidi, A., and Reynolds, G., "A Time Series Analysis of Gonorrhea Surveillance Data", Statistics In Medicine, Vol. 8, Page 343-352, September 1989  
A012 Tiao, G.C., "Autoregressive Moving Average Models, Intervention Problems and Outlier Detection in Time Series", Handbook of Statistics, Vol. 5, Page 85-118, 1985  
A013 Prat, A., Lores, J., Fletcher, P., and Catot, J.M., "Back-end Manager: An Interface Between A Knowledge-based Front End And Its Application Subsystems", Seccion de Tecnicas Cuantitativa de Gestion, Vol. 3, No. 4, December 1990  
A014 Pankratz, A., "Combining Forecasts With Contemporaneously Correlated Errors Using Benchmarking", Dept. of Economics and Management, DePauw University, June 1989  
A015 Chuang, A., "Comparison of Parameter Estimation Methods In Time Series With Outliers: A Simulation Study", Bowling Green State University, 1989  
A016 Hagnell, M. and Salomonsson, A., "Death Rated & Real Wages: An Analysis of Granger Causality with Post Sample Data & Different Forecast Horizons", Dept. of Statistics, University of Lund, June 1989  
A017 Shoemaker, A.C., Tsui, K.L., and Leon, R.V., "Discussion", Technometrics Vol. 30, No. 1, February 1988  
A018 Liu, L.-M., "Dynamic Relationship Analysis of US Gasoline and Crude Oil Prices", Journal of Forecasting Vol. 10, Page 521-547, 1991  
A019 Liu, L.-M., Harris, J.L., "Dynamic Structural Analysis And Forecasting Of Residential Electricity Consumption", International Journal of Forecasting Vol. 9, Page 437-455, 1993  
A020 Takada, H. and Bass, F.M., "Econometric and Time Series Analysis of Competitive Marketing Behavior", School of Management, The University of Texas at Dallas September 1990  
A021 Verme, D.A., "Effects of Outliers On The Cross Correlation Function In Transfer Function Models", The George Washington University  
A022 Bernardi, A., "Elementi Di Analisi E Di Previsione Sul Commercio Al Dettaglio Alimentare", Commercio - Rivista Di Economia E Politica Commerciale 1989  
A023 Haaland, P.D., "Experimental Design In Biotechnology", Becton Dickinson Research Center, Research Triangle Park, N.C., Marcel Dekker, Inc. August 1989  
A024 Chang, I., Tiao, G.C., and Chen, C., "Estimation of Time Series Parameters in the Presence of Outliers", Technometrics Vol. 30, No. 2, May 1988  
A025 Chen, C. and Liu, L.-M., "Forecasting Time Series With Outliers", Journal of Forecasting Vol. 12, Page 13-35, 1993  
A026 Liu, L.-M. and Lin, M.-W., "Forecasting Residential Consumption Of Natural Gas Using Monthly And Quarterly Time Series", December 1989  
A027 Pankratz, A., "Forecasting With Dynamic Regression Models", John Wiley & Sons, Inc. 1991  
A028 Liu, L.-M., and Hanssens, D.M., "Identification Of Multiple-Input Transfer Function Models", Communications in Statistics Marcel Dekker, Inc., 1982  
A029 Montgomery, A.L., "Hierarchical Bayes Models For Micro-Marketing Strategies", Case Studies in Bayesian Statistics, Lecture Notes in Statistics, Springer  
A030 Liu, L.-M., "Identification Of Seasonal ARIMA Models Using A Filtering Method", Communications in Statistics Marcel Dekker, Inc., 1989  
A031 Liu, L.-M., "Identification Of Time Series Models In The Presence Of Calendar Variation", International Journal of Forecasting 2 Page 357-372, 1986  
A032 Prasad, S., and Tata, J., "Identifying And Locating Treatments In Univariate Series: Using A Robust Procedure",  
A033 Prat, A., Marti, M., and Catot, J.M., "Incorporation Expertise In Time Series Modeling: The STATXPS System", Statistical Software Newsletter 2, 1985 Vol. 11, No. 2, August 1985  
A034 Liu, L.-M., "Integrated Time Series Analysis And Forecasting Using The SCA Statistical System", Invited Paper 19.3, 46th Session of the ISI  
A035 Palm, F.C., and Pfann, G.A., "Interrelated Demand Rational Expectations Models For Two Types of Labor", Oxford Bulletin Of Economics And Statistics, 52, 1 1990  
A036 Narayan, J., and Considine, J., "Intervention Analysis To Assess The Impact of Price Changes on Ridership in a Transit System: A Case Study", Logistics and Transportation Review Vol. 25, No. 1  
A037 Revilla, P., Rey, P., and Espasa, A., "Automatic Procedure For The Construction And Use Of ARIMA Models With Intervention Analysis", Instituto Nacionale De Estadistica  
A038 Guerrero, V.M. and Pena, D., "Linear Combination of Restrictions and Forecasts in Time Series Analysis", Journal of ForecastingVol. 19, Page 103-122, 2000  
A039 Guerrero, V.M., Pena, D., and Poncela, P., "Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example", Journal of Business & Economic Statistics Vol. 16, No. 4, October 1998  
A040 Calmarza, A.M., Fuente, J.I., "New Forecasting Method for the Residual Demand Curves using Time Series (ARIMA) Models", PMAPS 2002 Conference September 2002  
A041 Nogales, F.J., Contreras, J., Conejo, A.J., and Espínola R., "Forecasting Next-Day Electricity Prices by Time Series Models", IEEE Transactions on Power Systems , Vol. 17, No. 2, May 2002  
A042 Contreras, J., Espínola, R., Nogales, F.J., and Conejo, A.J., "ARIMA Models to Predict Next-Day Electricity Prices", IEEE Transactions on Power Systems , Vol. 18, No. 3, August 2003  
A043 Cunningham, J.K., Liu, L.-M, "Impacts of federal ephedrine and pseudoephedrine regulations on methamphetamine-related hospital admissions", Addiction, 98, Pages 1229-1237, 2003  



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