ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry

In this paper, the hybrid ARIMA + GARCH + Bootstrap time series method is applied to forecasting air travel passenger demand. This method can consider volatility and distribution in addition to characteristics traditionally used to analyze air travel, such as trend and seasonality. The combination of multiple individual forecasts can improve accuracy.


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  • Accession Number: 01679565
  • Record Type: Publication
  • Files: TRIS
  • Created Date: Jul 26 2018 3:03PM