The RWDAR model : a novel state-space approach to forecasting
Giacomo Sbrana, Andrea Silvestrini
| Year of publication: |
2023
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|---|---|
| Authors: | Sbrana, Giacomo ; Silvestrini, Andrea |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 922-937
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| Subject: | Approximate maximum likelihood estimation | Forecasting | Kalman gain | M3 and M4 competitions | Theta method | Prognoseverfahren | Forecasting model | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model | Prognose | Forecast |