Estimating the function of oscillatory components in SSA-based forecasting model

The study of SSA-based forecasting model is always interesting due to its capability in modeling trend and multiple seasonal time series. The aim of this study is to propose an iterative ordinary least square (OLS) for estimating the oscillatory with time-varying amplitude model that usually found i...

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Bibliographic Details
Main Authors: Winita Sulandari, Subanar Subanar, Suhartono Suhartono, Herni Utami, Muhammad Hisyam Lee
Format: Article
Language:English
Published: Universitas Ahmad Dahlan 2019-02-01
Series:IJAIN (International Journal of Advances in Intelligent Informatics)
Subjects:
SSA
OLS
NLM
Online Access:http://ijain.org/index.php/IJAIN/article/view/312