Cover Image

Constant vs. Changing Seasonality

Philip Franses discusses the problem of allowing seasonal patterns to change over time. He notes that most standard models presume a constant seasonal pattern; however, his preference is to use models that allow the seasonal pattern to evolve over time, such as periodic models and time-dependent parameter models. Such models, however, can substantially increase sample size requirements. Copyright International Institute of Forecasters, 2007
Year of publication:
2007
Authors: Franses, Philip Hans
Published in:
Foresight: The International Journal of Applied Forecasting. - International Institute of Forecasters - IIF. - 2007, 6, p. 24-25
Publisher: International Institute of Forecasters - IIF
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10004981691
Similar items by person