model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s

Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare,

Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a mod