Time Series Modelling with Unobserved Components

Time Series Modelling with Unobserved Components

Auteur: Matteo M. Pelagatti
Éditeur: CRC Press
Édition: 1
Année de publication: 2015
ISBN: 9781482225006

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Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved Components rectifies this deficiency by giving a practical o

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