Abstract
To respond properly to the increasing demand for efficient data processing procedures in diverse areas of application, emphasis must be placed on the advancement of time series modelling. The progress of the art of time series modelling, or of statistical modelling in general, may be accelerated by explicit recognition of the fact that the subject is essentially concerned with the proper use of false models. In this paper the implication of this point of view is illustrated by examples, including Bayesian models for seasonal adjustment and for estimation of changing spectrum, and non-Gaussian autoregressive models for robust analysis of a system with sporadic impulsive disturbances.
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© 1987 D. Reidel Publishing Company
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Akaike, H. (1987). Some Reflections on the Modelling of Time Series. In: MacNeill, I.B., Umphrey, G.J., Carter, R.A.L., McLeod, A.I., Ullah, A. (eds) Time Series and Econometric Modelling. The University of Western Ontario Series in Philosophy of Science, vol 36. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-4790-0_2
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DOI: https://doi.org/10.1007/978-94-009-4790-0_2
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