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Periodic Time Series Models
Language: en
Pages: 166
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2004-03-25 - Publisher: OUP Oxford

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This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness f
Periodic Time Series Models
Language: en
Pages: 147
Authors: Philip Hans Franses
Categories: Econometric models
Type: BOOK - Published: 2004 - Publisher:

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In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasona
Performance of Periodic Time Series Models in Forecasting
Language: en
Pages: 0
Authors: Helmut Herwartz
Categories:
Type: BOOK - Published: 1999 - Publisher:

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The paper provides a comparison of alternative univariate time series models that are advocated for the analysis of seasonal data. Consumption and income series
Forecasting: principles and practice
Language: en
Pages: 380
Authors: Rob J Hyndman
Categories: Business & Economics
Type: BOOK - Published: 2018-05-08 - Publisher: OTexts

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Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
Time Series Models
Language: en
Pages: 213
Authors: Manfred Deistler
Categories: Mathematics
Type: BOOK - Published: 2022-10-21 - Publisher: Springer Nature

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This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and li