Article citationsMore>>

Tsokos, C.P. (1973) Forecasting Models from Non-Stationary Time Series-Short Term Predictability of Stocks. Mathematical Methods in Investment and Finance. North Holland Publishing Co., Amsterdam, 520-563.

has been cited by the following article:

• TITLE: Statistical Forecasting Models of Atmospheric Carbon Dioxide and Temperature in the Middle East

  AUTHORS: Maryam I. Habadi, Chris P. Tsokos

  KEYWORDS: Non-Stationary Time Series, ARIMA, Global Warming

  JOURNAL NAME: Journal of Geoscience and Environment Protection, Vol.5 No.10, October 18, 2017

  ABSTRACT: Time series models are very powerful methods that help to drive hidden visions of a phenomenon and make informed future decisions. The purpose of this study is to develop statistical time series forecasting models to predict atmospheric carbon dioxide concentration in the Middle East and temperature in Saudi Arabia using multiplicative seasonal autoregressive integrated moving average models. We proceed to verify the quality and usefulness of our proposed probabilistic models by utilizing essential statistical properties to evaluate them according to their performance in forecasting the carbon dioxide in the atmosphere and the corresponding temperatures and it was shown that both statistical forecasting models produced good estimates.