of final and official statistics. We propose the use of a multivariate structural time series model which includes common … trends and seasonal components to combine official statistics series with related auxiliary series. In this way, more precise …/or the more timely availability of the auxiliary series. The proposed method can be applied to different data sources …

Time series anomaly detection plays a critical role in various applications, from finance to industrial monitoring …. Effective models need to capture both the inherent characteristics of time series data and the unique patterns associated with … patterns that defy straightforward modelling. In this paper, we propose a novel approach called TDSRL (Time Series Dual Self …