Forecasting seasonal time series data: a Bayesian model averaging approach

DOI10.1007/s00180-018-0801-3zbMath1417.62267OpenAlexW2788746682MaRDI QIDQ1729308

Enzo Weber, Alexander Vosseler

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0801-3

zbMATH Keywords

predictionMarkov chain Monte Carloperiodic processesBayesian methodsstructural breaks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items

Detection and estimation of additive outliers in seasonal time series

Uses Software

• partsm

Cites Work

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