SCA Resources

Resources

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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