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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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Bibliographic Details
Main Author:	Pelagatti, Matteo M. (Author)
Format:	Book
Language:	English
Published:	Boca Raton, FL CRC Press LLC [2016]
Subjects:	Time-series analysis Missing observations (Statistics)
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