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Time series modelling with unobserved components /
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| 자료유형 | E-Book |
|---|---|
| 개인저자 | Pelagatti, Matteo M., author. |
| 서명/저자사항 | Time series modelling with unobserved components /Matteo M. Pelagatti. |
| 형태사항 | 1 online resource (xvii, 253 pages) : illustrations |
| 소장본 주기 | eBooks on EBSCOhostAll EBSCO eBooks |
| ISBN | 9781482225013 1482225018 |
| 서지주기 | Includes bibliographical references. |
| 내용주기 | Part 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. |
| 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. |
| 일반주제명 | Time-series analysis. Missing observations (Statistics) MATHEMATICS -- Applied. MATHEMATICS -- Probability & Statistics -- General. Missing observations (Statistics) Time-series analysis. |
| 언어 | 영어 |
| 기타형태 저록 | Print version:Pelagatti, Matteo M.Time series modelling with unobserved components.Boca Raton : CRC Press, Taylor & Francis, [2016]9781482225006 |
| 대출바로가기 | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1031319 |
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| No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
|---|---|---|---|---|---|---|---|---|
| 1 | WE00010496 | 519.55 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출가능 |
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