Integration of multi-time-scale models in time series forecasting
نویسندگان
چکیده
منابع مشابه
Integration of multi-time-scale models in time series forecasting
A solution to the problem of producing long-range forecasts on a short sampling interval is proposed. It involves the incorporation of information from a long sampling interval series, which could come from an independent source, into forecasts produced by a state-space model based on a short sampling interval. The solution is motivated by the desire to incorporate yearly electricity consumptio...
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ژورنال
عنوان ژورنال: International Journal of Systems Science
سال: 2000
ISSN: 0020-7721,1464-5319
DOI: 10.1080/00207720050165753