Seasonal time series with missing observations

zbMath0888.62097MaRDI QIDQ1915632

Tomáš Ratinger

Publication date: 14 June 1998

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/32936

zbMATH Keywords

missing observationsHolt-Winters methodseasonal ARIMA model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (2)

Exponential smoothing for irregular data. ⋮ Unnamed Item

Cites Work

• Time series: theory and methods.
• Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures
• Holt-Winters Method with Missing Observations
• Unnamed Item

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