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Polynomial spline confidence bands for time series trend

✍ Scribed by Q. Shao; L. Yang

Book ID
113757693
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
231 KB
Volume
142
Category
Article
ISSN
0378-3758

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## Abstract We consider the use of generalized additive models with correlated errors for analysing trends in time series. The trend is represented as a smoothing spline so that it can be extrapolated. A method is proposed for choosing the smoothing parameter. It is based on the ability to predict