Time Series Modelling with Unobserved Components

Time Series Modelling with Unobserved Components
Author :
Publisher : CRC Press
Total Pages : 275
Release :
ISBN-10 : 9781482225013
ISBN-13 : 1482225018
Rating : 4/5 (018 Downloads)

Book Synopsis Time Series Modelling with Unobserved Components by : Matteo M. Pelagatti

Download or read book Time Series Modelling with Unobserved Components written by Matteo M. Pelagatti and published by CRC Press. This book was released on 2015-07-28 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved Components rectifies this deficiency by giving a practical o


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