Modulated cycles, an approach to modelling periodic components from rapidly sampled data

Diego J. Pedregal، نويسنده , , Peter C. Young، نويسنده ,

روزنامه با شماره پیاپی سال 2006

14

181

194

Periodicity , Unobserved components models , Seasonality , Fixed Interval Smoothing , Noisevariance ratio , Modulation , State space models , Kalman filter

International Journal of Forecasting

2006

International Journal of Forecasting

179205