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
Keywords :
forecasting , Periodic time series , Seasonality , Kalman filter , Unobserved components time series models
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis