Time series model building with Fourier autoregressive model

DOI10.37920/SASJ.2020.54.2.8zbMath1488.37066OpenAlexW3197323117MaRDI QIDQ5013102

T. O. Olatayo, A. I. Taiwo, S. A. Agboluaje

Publication date: 26 November 2021

Published in: South African Statistical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37920/sasj.2020.54.2.8

zbMATH Keywords

seasonalityperiodicityforecastingFourier autoregressive processrainfall series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series analysis of dynamical systems (37M10) Prediction theory (aspects of stochastic processes) (60G25)

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