An improved state space representation for cyclical time series.

Haywood, J. and Tunnicliffe Wilson, G. (2000) An improved state space representation for cyclical time series. Biometrika, 87 (3). pp. 724-726. ISSN 1464-3510

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Abstract

We consider a commonly used two-state model for a cyclical time series and show how a particular specification of its observation vector allows maximum generality of the range of model spectra.

Item Type:

Journal Article

Journal or Publication Title:

Biometrika

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/1100/1100

Subjects:

?? model flexibilityseasonal time seriesstate space representationgeneral agricultural and biological sciencesapplied mathematicsstatistics and probabilitystatistics, probability and uncertaintygeneral mathematicsagricultural and biological sciences (miscell ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

19344

Deposited By:

ep_ss_importer

Deposited On:

20 Nov 2008 14:31

Refereed?:

Yes

Published?:

Published

Last Modified:

16 Jul 2024 08:17

URI:

https://eprints.lancs.ac.uk/id/eprint/19344