Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns

DOI10.1080/02664763.2020.1748178OpenAlexW3014461218MaRDI QIDQ5861566FDOQ5861566

M. Eduarda Silva, António Casimiro Puindi

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1748178

zbMATH Keywords

bootstrapKalman filterprediction intervalsseasonal time seriesstructural time series models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Introduction to Time Series and Forecasting
• Forecasting with exponential smoothing. The state space approach
• A State space approach to bootstrapping conditional forecasts in arma models
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Adaptive Kalman filtering for INS/GPS
• Triple seasonal methods for short-term electricity demand forecasting
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Forecasting time series with multiple seasonal patterns
• Bootstrap prediction intervals in state-space models
• Introduction to Time Series Modeling
• Time Series Analysis and Its Applications
• Functional time series approach for forecasting very short-term electricity demand
• Bootstrapping Periodic State-Space Models

Uses Software

• R
• forecast
• Forecast
• expsmooth

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