Time series modelling with unobserved components / Matteo M. Pelagatti
Material type:
- 9781482225006
- 519.55 PEL-M
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
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BITS Pilani Hyderabad | 510 | General Stack (For lending) | 519.55 PEL-M (Browse shelf(Opens below)) | Available | 29529 |
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.
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