A multiplicative seasonal growth model for multivariate time series analysis and forecasting
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Publication:4266845
DOI10.1080/03610919908813550zbMath1007.62525OpenAlexW2041142733MaRDI QIDQ4266845
Regina Sadownik, Emanuel Pimentel Barbosa
Publication date: 30 March 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919908813550
nonlinear modelsvector time serieselectricity demandshared componentsapproximate Bayesian estimation
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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