مرکز منطقه ای اطلاع رساني علوم و فناوري - Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy

Title of article :

Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy

Author/Authors :

Don M. Miller، نويسنده , , Dan Williams، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

669

To page :

684

Keywords :

time series , Seasonality , Shrinkage estimators , Empirical Bayes , Classical decomposition

Journal title :

International Journal of Forecasting

Serial Year :

2003

Journal title :

International Journal of Forecasting

Record number :

179045

Link To Document :