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Modulated cycles, an approach to modelling periodic components from rapidly sampled data

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Author Info
Pedregal, Diego J.
Young, Peter C.
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 22 (2006)
Issue (Month): 1 ()
Pages: 181-194
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Handle: RePEc:eee:intfor:v:22:y:2006:i:1:p:181-194

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  1. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute. [Downloadable!]
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