Time series modelling with unobserved components
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...
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL
CRC Press LLC
[2016]
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| Call Number : | QA 280 .P45 2016 |
MARC
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| 008 | 221104 20162016flua bi 001 0 eng d | ||
| 020 | |a 9781482225006 (Hardback) | ||
| 039 | 9 | |a 202211041148 |b VLOAD |c 201701250933 |d faezah |y 201610271057 |z hasri | |
| 040 | |a UPNM |b eng |c UPNM |e rda | ||
| 090 | |a QA 280 |b .P45 2016 | ||
| 100 | 1 | |a Pelagatti, Matteo M. |e author | |
| 245 | 1 | 0 | |a Time series modelling with unobserved components |c Matte M. Pelagatti |
| 264 | 1 | |a Boca Raton, FL |b CRC Press LLC |c [2016] | |
| 264 | 4 | |c ©2016 | |
| 300 | |a xvii, 257 pages |b illustrations |c 24 cm | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a Part 1 Statistical prediction and time series -- Statistical Prediction -- Time Series Concepts -- Part 2 Unobserved components -- Unobserved Components Model -- Regressors and Interventions -- Estimation -- Modelling -- Multivariate Models -- Part 3 Applications -- Business Cycle Analysis with UCM -- Case Studies -- Software for UCM | |
| 520 | |a 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 overview of the UCM approach, covering some theoretical details, several applications, and the software for implementing UCMs.The book's first part discusses introductory time series and prediction theory | ||
| 592 | |a 32587 |b 8/12/2016 |c RM 358.80 |h Bookline | ||
| 650 | 0 | |a Time-series analysis | |
| 650 | 0 | |a Missing observations (Statistics) | |
| 999 | |a vtls000057299 |c 105729 |d 105729 | ||