서브메뉴
검색
Time series modelling with unobserved components
- 자료유형
- 전자책
- n914301008
- ISBN
- 9781482225013 (electronic bk.)
- ISBN
- 1482225018 (electronic bk.)
- ISBN
- 9781482225006 (hardcover acid-free paper)
- ISBN
- 148222500X (hardcover acid-free paper)
- 미국회청구기호
- QA280-.P45 2015
- DDC
- 519.55-23
- 소장사항
-
MAIN
- 서명/저자
- Time series modelling with unobserved components / Matteo M. Pelagatti
- 형태사항
- 1 online resource (xvii, 253 pages) : illustrations
- 초록/해제
- 요약 :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.
- 서지주기
- Includes bibliographical references.
- 내용주기
- 완전내용Part 1 Statistical prediction and time series -- Statistical Prediction -- Time Series Concepts -- Part 2 Unobserved components -- Unobserved Components Model -- Regressors and Interventions -- Estimation -- Modelling -- Multivariate Models -- Part 3 Applications -- Business Cycle Analysis with UCM -- Case Studies -- Software for UCM.
- 일반주제명
- Time-series analysis
- 일반주제명
- MATHEMATICS Applied.
- 일반주제명
- Time-series analysis.
- 기타형태저록
- Print versionPelagatti, Matteo M. Time series modelling with unobserved components. Boca Raton : CRC Press, Taylor & Francis, [2016] 9781482225006 (DLC) 2015034564 (OCoLC)921142357
- 전자적 위치 및 접속
- 링크정보보기
- Control Number
- yscl:139048
로그인 후 이용 가능합니다.