Estimation Procedures for Structural Time Series Models

By Andrew S. Harvey, S. Peters. 1990

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sean J. Taylor
2. Benjamin Letham
3. Cynthia Rudin
4. Berk Ustun
5. Giulia Vilone
6. Tong Wang
7. Himabindu Lakkaraju
8. Danielle C. Maddix

Citations in the corpus

• Forecasting at Scale (2018, positive): “We use a decomposable time series model [Harvey and Peters, 1990] with three main model components: growth, seasonality, and holidays.”
• The good, the bad and the ugly on COVID-19 tourism recovery (2020, unknown): “Our first approach extends the decomposable time series model of Harvey and Peters (1990) and splits the model into three components, the trend, the seasonality, and the “irregular” component. The latter component is essentially the training set used. This model specification is essentially similar ”