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  • TIME SERIES MODELLING WITH UNOBSERVED COMPONENTS
    ebook
    TIME SERIES MODELLING WITH UNOBSERVED COMPONENTS
    MATTEO M. PELAGATTI
    Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved Components rectifies this deficiency by giving a practical o ...

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