Forecasting high frequency data with complex multi-layer seasonality using covariates

Authors

• Shubhabrata Das, Indian Institute of Management BangaloreFollow

Copyright Date

January 2015

Publication Date

1-1-2015

Keywords

Forecasting, Time series, Seasonality

Conference

60th ISI World Statistics Congress-ISI, 2015, 26-31 July, 2015, Rio de Janeiro, Brazil