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Time series modelling with unobserved components / Matteo M. Pelagatti

By: Material type: TextTextPublication details: Boca Raton CRC Press 2015Description: 257 pISBN:
  • 9781482225006
Subject(s): DDC classification:
  • 519.55 PEL-M
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Item type Current library Collection Shelving location Call number Status Date due Barcode Item holds
Books Books BITS Pilani Hyderabad 510 General Stack (For lending) 519.55 PEL-M (Browse shelf(Opens below)) Available 29529
Total holds: 0


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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