Forecasting Models for Different Horizons
A general class of models is introduced to provide robust and practically simple forecasts for different horizons. These are obtained in the presence of both high and low frequencies in the data. A sub-model is constructed to estimate low frequency state parameters and the results obtained are use...
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| Format: | Article |
| Language: | English |
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Univeristy of Kurdistan Hewler
2017-12-01
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| Series: | UKH Journal of Science and Engineering |
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| Online Access: | https://journals.ukh.edu.krd/index.php/ukhjse/article/view/5 |