Modulated cycles, an approach to modelling periodic components from rapidly sampled data

International Journal of Forecasting

Volumn 22, Issue 1, 2006, Pages 181-194

  Pedregal, Diego J ^a   Young, Peter C ^b  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Fixed Interval Smoothing; Kalman Filter; Modulation; Noise variance ratio; Periodicity; Seasonality; State space models; Unobserved components models

Indexed keywords

EID: 31744433149     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.03.001     Document Type: Article

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