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...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
Universitas Ahmad Dahlan
2019-02-01
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Series: | IJAIN (International Journal of Advances in Intelligent Informatics) |
Subjects: | |
Online Access: | http://ijain.org/index.php/IJAIN/article/view/312 |