Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns

DOI10.1080/02664763.2020.1748178OpenAlexW3014461218MaRDI QIDQ5861566

António Casimiro Puindi, Maria Eduarda Silva

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1748178

zbMATH Keywords

bootstrapKalman filterprediction intervalsseasonal time seriesstructural time series models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• R
• forecast
• Forecast
• expsmooth

Cites Work

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• Forecasting with exponential smoothing. The state space approach
• Forecasting time series with multiple seasonal patterns
• Triple seasonal methods for short-term electricity demand forecasting
• Time Series Analysis and Its Applications
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• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• A State space approach to bootstrapping conditional forecasts in arma models
• Introduction to Time Series Modeling
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Introduction to Time Series and Forecasting
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Functional time series approach for forecasting very short-term electricity demand
• Bootstrapping Periodic State-Space Models

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