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    CSDA
    2006
    191views more  CSDA 2006»
    Forecasting daily time series using periodic unobserved components time series models
    13 years 4 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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