The Effects of Disaggregation on Forecasting Nonstationary Time Series (Q4687509)
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scientific article; zbMATH DE number 6952422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Effects of Disaggregation on Forecasting Nonstationary Time Series |
scientific article; zbMATH DE number 6952422 |
Statements
The Effects of Disaggregation on Forecasting Nonstationary Time Series (English)
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12 October 2018
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dynamic factor analysis
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Kalman filter
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multivariate time series
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state-space models
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