Diagnosing seasonal shifts in time series using state space models (Q713705)
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scientific article; zbMATH DE number 6095744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnosing seasonal shifts in time series using state space models |
scientific article; zbMATH DE number 6095744 |
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Diagnosing seasonal shifts in time series using state space models (English)
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19 October 2012
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Kalman filter smoother
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outliers
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state space form
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seasonal breaks
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structural breaks
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