Forecasting daily time series using periodic unobserved components time series models (Q1010432)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting daily time series using periodic unobserved components time series models |
scientific article |
Statements
Forecasting daily time series using periodic unobserved components time series models (English)
0 references
6 April 2009
0 references
periodic time series
0 references
unobserved components time series models
0 references
Kalman filter
0 references
seasonality
0 references
forecasting
0 references
0 references
