Multiplicative model the allocation of components of the time series

DOI10.15372/SJNM20220202MaRDI QIDQ5882846zbMATH OpenFDO

Authors Valeriǐ Ivanovich Zorkaltsev

Publication date 29 March 2023

Published in Сибирский журнал вычислительной математики (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/sjvm800

zbMATH Keywords

multiplicative modeltime series decompositionaxiomatic approach to method selection

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 3227397 (Why is no real title available?)
• An introduction to state space time series analysis.
• Forecasting with exponential smoothing. The state space approach
• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
• The method of least squares. Geometric properties, alternative approaches, applications.

Describes a project that uses

Uses Software

• tswge
• GW-WINKS

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