Time Series Modelling with Unobserved Components
Download or Read eBook Time Series Modelling with Unobserved Components PDF written by Matteo M. Pelagatti and published by CRC Press. This book was released on 2015-07-28 with total page 275 pages. Available in PDF, EPUB and Kindle.
| Author | : Matteo M. Pelagatti |
| Publisher | : CRC Press |
| Total Pages | : 275 |
| Release | : 2015-07-28 |
| ISBN-10 | : 9781482225013 |
| ISBN-13 | : 1482225018 |
| Rating | : 4/5 (13 Downloads) |
Book Synopsis Time Series Modelling with Unobserved Components by : Matteo M. Pelagatti
Book excerpt: 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
