An illustration of harmonic regression based on the results of the fast Fourier transformation

DOI10.2298/YJOR0202185BzbMATH Open1034.62073MaRDI QIDQ4452818FDOQ4452818

Imre Bártfai

Publication date: 2 March 2004

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

forecastingtime series

Mathematics Subject Classification ID

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

Cited In (1)

• Linear dynamic harmonic regression

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