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Time Series Modelling with Unobserved Components by Pelagatti, Matteo Maria is a mathematics available to read on EtoBox.
What is Time Series Modelling with Unobserved Components about?
<p>Unobserved Components Models (UCMs) are a special class of time series models that have many advantages compared with other models in that they tend to provide more accurate forecasts and can be easily implemented. This book provides an overview of time series modelling using UCMs with an emphasis on real-world applications and solutions to practical problems. Detailed worked examples, primarily from economics and business, provide additional guidance on the use of appropriate software for ea
Who reads Time Series Modelling with Unobserved Components?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Pelagatti, Matteo Maria
- Publisher
- CRC Press, Taylor & Francis; Chapman and Hall/CRC
- Published
- 2015
- Language
- EN
- ISBN
- 9781032098432
- Category
- mathematics
- Subjects
- Science, Business, Mathematics
- Updated
- 2026-03-25
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