Specification Error Detection and Correction for Improved Time Series Model Performance

Authors

  • Siddamsetty Upendra , Prof.M.Bhupathi Naidu Author

DOI:

https://doi.org/10.48047/5bkcd092

Keywords:

Time Series Analysis, Model Specification, Specification Error, Forecast Accuracy, ARIMA, Exponential Smoothing, Residual Diagnostics, Model Validation, Cross-Validation, Regularization Techniques, Predictive Modelling, Error Correction, Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC)

Abstract

Accurate forecasting in time series analysis critically depends on correct model specification. Misspecification, arising from omitted variables, incorrect functional forms, or violation of underlying assumptions

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Published

20.06.2025

Issue

Vol. 15 No. 6 (2025): volume 15 issue 6(2025)

Section

Articles

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How to Cite

Specification Error Detection and Correction for Improved Time Series Model Performance . (2025). International Journal of Information and Electronics Engineering, 15(6), 245-252. https://doi.org/10.48047/5bkcd092