Prediction-based adaptive compositional model for seasonal time series analysis

DOI10.1002/FOR.2474MaRDI QIDQ4687644zbMATH OpenOpenAlexFDO

Authors Kun Chang, Rong Chen, Thomas B. Fomby

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2474

zbMATH Keywords

rolling conditional distributionsrolling seasonseasonal time modelsstable seasonal pattern

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Dynamic seasonality in time series
• SAZED: parameter-free domain-agnostic season length estimation in time series data
• Forecasting time series with complex seasonal patterns using exponential smoothing
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models

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