Title of article :
Forecasting daily time series using periodic unobserved components time series models
Author/Authors :
Siem Jan Koopman، نويسنده , , Marius Ooms، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
19
From page :
885
To page :
903
Keywords :
forecasting , Periodic time series , Seasonality , Kalman filter , Unobserved components time series models
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145137
Link To Document :
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