مرکز منطقه ای اطلاع رساني علوم و فناوري - Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program

Title of article :

Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program

Author/Authors :

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

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

529

To page :

549

Keywords :

Damped seasonals , Decomposition , Empirical Bayes , Seasona variation , Seasonality , Shrinkage estimators , time series , X-12-ARIMA

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179106

Link To Document :