Experiences on the Development of Time Series Models

H. Akaike
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H. Akaike: The Institute of Statistical Mathematics

Chapter 2 in Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach, 1994, pp 33-42 from Springer

Abstract: Summary The development of statistical models is realized through the accumulation of successful experiences of the analysis of real data. As is discussed in Akaike (1992) statistical modeling activity contains highly subjective or personal aspect which Polanyi (1962) related to the scientific talent of the researcher. However, scientific activity is never isolated from the society and Turing (1969) explicitly characterized the search for new techniques as the ‘cultural search’. This paper is intended to provide the background information of some of the experiences of the author on time series modeling. It is hoped that the description of the interaction between the author and his environment will provide some suggestion for those who intend to organize effective statistical modeling activity in the future.

Keywords: Control Chart; Canonical Correlation Analysis; Time Series Modeling; Frequency Response Function; State Space Representation (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-011-0866-9_3

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DOI: 10.1007/978-94-011-0866-9_3

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