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Parsimonious periodic autoregressive models for time series with evolving trend and seasonality |
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| Authors: | Battaglia Francesco Cucina Domenico Rizzo Manuel |
| Institution: | 1.Department of Statistical Sciences, University La Sapienza, Rome, Italy ;2.Department of Economics and Statistics, University of Salerno, Fisciano, Italy ; |
| Abstract: | Statistics and Computing - This paper proposes an extension of Periodic AutoRegressive (PAR) modelling for time series with evolving features. The large scale of modern datasets, in fact, implies... |
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