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Time Series Modelling with Unobserved Components
2015
Citations Over TimeTop 10% of 2015 papers
Abstract
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 o
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