Skip to content

Univariate Time Series Modelling and Forecasting Using Tsmars

Spend $50 to get a free DVD!

ISBN-10: 3838335953

ISBN-13: 9783838335957

Edition: N/A

Authors: Gerard Keogh

List price: $107.00
Blue ribbon 30 day, 100% satisfaction guarantee!
Out of stock
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Description:

This monograph examines nonlinear threshold time series models using TSMARS, a time series extension of the Multivariate Adaptive Regression Splines (MARS). MARS is model free and can detect and measure linear and curvilinear structure in data. Novel aspects include applications to Ireland s Trade Statistics and the introduction of regime dependent threshold seasonal time series models - the effect of seasonal adjustment in the presenence of a threshold is examined using these models. Two important new advances are incorporated into TSMARS. The first allows TSMARS to automatically treat ordinary and dynamic outliers. The second is a new procedure to estimate treshold moving average models…    
Customers also bought

Book details

List price: $107.00
Publisher: Lap Lambert Academic Publishing GmbH & Company KG
Binding: Paperback
Pages: 248
Size: 6.00" wide x 9.00" long x 0.56" tall
Weight: 0.814
Language: English