A non-linear dynamic model for multiplicative seasonal-trend decomposition

Journal of Forecasting

Volumn 21, Issue 2, 2002, Pages 107-124

  Ozaki, Tohru ^a   Thomson, Peter ^a,b,c  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b Statistics Research Associates   (New Zealand)

^c Statistics Research Associates Ltd   (New Zealand)

Author keywords

Non linear dynamic models; Seasonal adjustment; Seasonal time series; X 11

Indexed keywords

DYNAMICS; MATHEMATICAL MODELS; OPERATIONS RESEARCH; TIME SERIES ANALYSIS;

NON-LINEAR DYNAMIC MODELS;

NONLINEAR FILTERING;

EID: 0036495019     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.816     Document Type: Article

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