Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Year of publication: |
2004-12-16
|
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Authors: | Koopman, Siem Jan ; Ooms, Marius |
Institutions: | Tinbergen Instituut |
Subject: | Periodicity | Seasonality | Daily data | State Space | Forecasting Weights | Augmented Kalman Filter | Regression Effects |
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Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
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