Automatic selection of unobserved components models for supply chain forecasting
نویسندگان
چکیده
منابع مشابه
Forecasting with Unobserved Components Time Series Models
Structural time series models are formulated in terms of components, such as trends, seasonals and cycles, that have a direct interpretation. As well as providing a framework for time series decomposition by signal extraction, they can be used for forecasting and for ‘nowcasting’ . The structural interpretation allows extensions to classes of models that are able to deal with various issues in ...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2019
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2017.11.001