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Time series modelling with unobserved components

서명/저자: Time series modelling with unobserved components / Matteo M. Pelagatti

초록/해제: 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.

내용주기: 완전내용Part 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.

기타형태저록: Print versionPelagatti, Matteo M. Time series modelling with unobserved components. Boca Raton : CRC Press, Taylor & Francis, [2016] 9781482225006 (DLC) 2015034564 (OCoLC)921142357

소장자료
등록번호	청구기호	소장처	대출가능여부	대출정보
E016347	E	E-Book Library	E-Book	E-Book 마이폴더 부재도서신고

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