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    CSDA
    2006
    191views more  CSDA 2006»
    Forecasting daily time series using periodic unobserved components time series models
    13 years 11 months ago
    Forecasting daily time series using periodic unobserved components time series models
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    We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
    Siem Jan Koopman, Marius Ooms
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