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Prediction‐based adaptive compositional model for seasonal time series analysis
Chang, Kun; Chen, Rong; Fomby, Thomas B. - In: Journal of forecasting 36 (2017) 7, pp. 842-853
Persistent link: https://www.econbiz.de/10011860758
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A non-linear dynamic model for multiplicative seasonal-trend decomposition
Ozaki, Tohru; Thomson, Peter J. - In: Journal of forecasting 21 (2002) 2, pp. 107-124
Persistent link: https://www.econbiz.de/10001653533
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On a family of finite moving-average trend filters for the ends of series
Gray, Alistair G.; Thomson, Peter J. - In: Journal of forecasting 21 (2002) 2, pp. 125-149
Persistent link: https://www.econbiz.de/10001653544
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Model specification and forecasting foreign exchange rates with Vector autoregressions
Joseph, Nathan Lael - In: Journal of forecasting 20 (2001) 7, pp. 451-484
Persistent link: https://www.econbiz.de/10001626330
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Selection and estimation of component models for seasonal time series
Haywood, John; Tunnicliffe-Wilson, Granville - In: Journal of forecasting 19 (2000) 5, pp. 393-417
Persistent link: https://www.econbiz.de/10001515086
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Exponential smoothing of seasonal data : a comparison
Snyder, Ralph D.; Shami, Roland G. - In: Journal of forecasting 20 (2001) 3, pp. 197-202
Persistent link: https://www.econbiz.de/10001570837
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Testing in unobserved components models
Harvey, Andrew C. - In: Journal of forecasting 20 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
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Forecasts of the seasonal fractional integrated series
Darné, Olivier; Guiraud, Vivien; Terraza, Michel - In: Journal of forecasting 23 (2004) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001880068