Time series model building with Fourier autoregressive model

DOI10.37920/SASJ.2020.54.2.8MaRDI QIDQ5013102zbMATH OpenOpenAlexFDO

Authors A. I. Taiwo, T. O. Olatayo, S. A. Agboluaje

Publication date 26 November 2021

Published in South African Statistical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37920/sasj.2020.54.2.8

zbMATH Keywords

forecastingFourier autoregressive processperiodicityrainfall seriesseasonality

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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