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