Time Series Modelling with Unobserved Components

Time Series Modelling with Unobserved Components

by Matteo M. Pelagatti
Epub (Kobo), Epub (Adobe)
Publication Date: 26/01/2025

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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

ISBN:
9781040195895
9781040195895
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
26-01-2025
Language:
English
Publisher:
CRC Press

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