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Management Science and Operations Research

2 claimsets

lab · entrylib:2026.000002 · 2026-11-10 · Management Science and Operations Research · corrected · v3

Admissibility of lagged state space models through the ARIMA form of the whole model

Ivan Svetunkov

On 500 random additive ETS and GUM models, the admissibility decision from the roots of the MA polynomial after cyclotomic cancellation differed from the PBH reference on 0 models, and on the 172 models that both found inadmissible the largest mode modulus differed from the reference by at most 4.4e-13.

8 principal claims · 32 claims · 25 pieces of evidence

60Medium

lab · entrylib:2026.000001 · 2026-11-10 · Management Science and Operations Research · corrected · v3

Calibration of the prediction intervals of AutoMSARIMA in smooth on M1, M3, Tourism and M4

Ivan Svetunkov

With the true orders and true parameters, the MSARIMA analytic interval is calibrated over the 99 quantiles in the known-model simulation at $T$ of 100 and 300: MCE lies between 0.0007 and 0.0024 and the ratio of the interval width to the theoretical width between 0.9965 and 1.0019, with backcasting and with optimal initial states.

6 principal claims · 25 claims · 20 pieces of evidence