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A model selection strategy for time series with increasing seasonal variation

โœ Scribed by Philip Hans Franses; Anne B. Koehler


Book ID
114175052
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
79 KB
Volume
14
Category
Article
ISSN
0169-2070

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Forecasting time series with increasing
โœ Bruce L. Bowerman; Anne'b. Koehler; David J. Pack ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 914 KB

Four options for modeling and forecasting time series data containing increasing seasonal variation are discussed, including data trans formations, double seasonal difference models and two kinds of transfer function-type ARIMA models employing seasonal dummy variables. An explanation is given for t