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Time series modelling with unobserved components
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| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | Time series modelling with unobserved components/ Matteo M. Pelagatti. |
| 개인저자 | Pelagatti, Matteo M.,author. |
| 형태사항 | 1 online resource (xvii, 253 pages): illustrations. |
| 기타형태 저록 | Print version: Pelagatti, Matteo M. Time series modelling with unobserved components. Boca Raton : CRC Press, Taylor & Francis, [2016] 9781482225006 |
| ISBN | 9781482225013 1482225018 |
| 서지주기 | Includes bibliographical references. |
| 내용주기 | 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. |
| 요약 | 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. Unlike most other books on time series, this. |
| 일반주제명 | Time-series analysis. Missing observations (Statistics) MATHEMATICS --Applied. MATHEMATICS --Probability & Statistics --General. Missing observations (Statistics) Time-series analysis. |
| 언어 | 영어 |
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