Signal Extraction and Forecasting of the <scp>UK</scp> Tourism Income Time Series: A Singular Spectrum Analysis Approach

DOI10.1002/for.1220zbMath1397.62508OpenAlexW2269853658MaRDI QIDQ4687270

Bruno Eeckels, Costas Leon, Christina Beneki

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/18354/1/MPRA_paper_18354.pdf

zbMATH Keywords

singular value decompositionsignal extractionbusiness cycle decompositiontourism income

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15)

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