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Prediction‐based adaptive compositional model for seasonal time series analysis
Chang, Kun; Chen, Rong; Fomby, Thomas B. - In: Journal of forecasting 36 (2017) 7, pp. 842-853
Persistent link: https://www.econbiz.de/10011860758
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Selection and estimation of component models for seasonal time series
Haywood, John; Tunnicliffe-Wilson, Granville - In: Journal of forecasting 19 (2000) 5, pp. 393-417
Persistent link: https://www.econbiz.de/10001515086
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Exponential smoothing of seasonal data : a comparison
Snyder, Ralph D.; Shami, Roland G. - In: Journal of forecasting 20 (2001) 3, pp. 197-202
Persistent link: https://www.econbiz.de/10001570837
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Testing in unobserved components models
Harvey, Andrew C. - In: Journal of forecasting 20 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
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Forecasts of the seasonal fractional integrated series
Darné, Olivier; Guiraud, Vivien; Terraza, Michel - In: Journal of forecasting 23 (2004) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001880068
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Linear signal extraction with intervention techniques in non-linear time series
Planas, Christophe - In: Journal of forecasting 17 (1998) 7, pp. 515-526
Persistent link: https://www.econbiz.de/10001363624
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The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M. - In: Journal of forecasting 17 (1998) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10001244492
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Weights and robustness of model-based seasonal adjustment
Riani, Marco - In: Journal of forecasting 17 (1998) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10001245344
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Seasonal heteroscedasticity and trends
Proietti, Tommaso - In: Journal of forecasting 17 (1998) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001245345
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Non-Gaussian seasonal adjustment : X-12-ARIMA versus robust structural models
Bruce, Andrew - In: Journal of forecasting 15 (1996) 4, pp. 305-328
Persistent link: https://www.econbiz.de/10001205181