Decomposition of Time Series Dynamic Linear Models (Q4455665)
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scientific article; zbMATH DE number 2059157
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Decomposition of Time Series Dynamic Linear Models |
scientific article; zbMATH DE number 2059157 |
Statements
Decomposition of Time Series Dynamic Linear Models (English)
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16 March 2004
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autoregressive integrated moving average (ARIMA) model
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cyclic components
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independent decomposition
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observability
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state space model
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0.8133664727210999
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0.7841857075691223
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0.7330082058906555
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0.7316141724586487
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0.7171685099601746
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