Pages that link to "Item:Q5928940"
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The following pages link to Data-driven decomposition of seasonal time series (Q5928940):
Displaying 8 items.
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- Kernel smoothed prediction intervals for ARMA models (Q819422) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Multiple seasonal STL decomposition with discrete-interval moving seasonalities (Q2161890) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability (Q2802872) (← links)
- Trend-seasonal decomposition of time series as whittaker-henderson graduation (Q3800939) (← links)
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (Q5128905) (← links)